Jesper Lund Pedersen

Available identifiers

zbMath Open pedersen.jesper-lundMaRDI QIDQ513741

List of research outcomes

Publication	Date of Publication	Type
Constrained dynamic optimality and binomial terminal wealth	2018-04-11	Paper
Optimal mean-variance portfolio selection	2017-03-07	Paper
Optimal mean-variance selling strategies	2016-03-08	Paper
Variance optimal stopping for geometric Lévy processes	2015-04-17	Paper
Explicit solutions to some optimal variance stopping problems	2012-01-03	Paper
Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process1	2005-12-09	Paper
https://portal.mardi4nfdi.de/entity/Q4672386	2005-04-29	Paper
The Azéma-Yor embedding in non-singular diffusions.	2005-02-25	Paper
https://portal.mardi4nfdi.de/entity/Q4427401	2004-02-20	Paper
Optimal prediction of the ultimate maximum of Brownian motion	2003-12-18	Paper
The minimum maximum of a continuous martingale with given initial and terminal laws	2003-05-06	Paper
Best bounds in Doob's maximal inequality for Bessel processes	2001-10-06	Paper
Discounted optimal stopping problems for the maximum process	2001-07-12	Paper
Solving non–linear optimal stopping problems by the method of time–change	2001-02-06	Paper
Computing the expectation of the Azéma-Yor stopping times	1999-01-05	Paper

Research outcomes over time

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