Department of Mathematical Sciences

 

 
  1. 2004
  2. Published

    A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities

    Nielsen, S. & Poulsen, Rolf, 2004, In: Journal of Economic Dynamics and Control. 28, 7, p. 1267-1289

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    A fixed strike Asian option and comments on its numerical solution

    Hugger, J., 2004, Proceedings of 11th Computational Techniques and Applications Conference CTAC-2003. 45 ed. p. C215-C231

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

  4. Published

    A note on Cartan matrices for symmetric groups

    Bessenrodt, C. & Olsson, Jørn Børling, 2004, In: Archiv der Mathematik. 81, p. 497-504

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    A transformation from Hausdorff to Stieltjes moment sequences

    Berg, Christian & Duran, A. J., 2004, In: Arkiv for Matematik. 42, p. 239-257

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Activity Rates with Very Heavy Tails

    Mikosch, Thomas Valentin & Resnick, S., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-23.

    Research output: Working paperResearch

  7. Published

    An uncertainty principle related to the Euclidean motion group

    Christensen, J. G. & Schlichtkrull, Henrik, 2004, In: Mathematical Proceedings of the Royal Irish Academy. 104A, p. 249-252

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Analysis of invariants associated with spectral boundary problems for elliptic operators

    Grubb, Gerd, 2004, Analysis of invariants associated with spectral boundary problems for elliptic operators. 366 ed. Providence, Rhode Island: American Mathematical Society, p. 43-64

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  9. Published

    Asomptotic Inference for Nonstationary Garch

    Jensen, S. T. & Rahbek, Anders, 2004, In: Econometric Theory. 20, 6, p. 1203-1226

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case

    Jensen, S. T. & Rahbek, Anders, 2004, In: Econometrica. 72, 2, p. 641-646

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Asymptotic densities of Maass newforms

    Risager, Morten S., 2004, In: Journal of Number Theory. 109, 1, p. 96-119 24 p.

    Research output: Contribution to journalJournal articleResearchpeer-review