Jesper Lund Pedersen
Author
Alternate names J. L. Pedersen, Jesper Lund Pedersen, Jesper L. Pedersen
Institution University of Copenhagen
Past institutions University of Copenhagen, Statistics Denmark, ETH Zurich, University of Bath, Aarhus University
ORCID: Yes
H-index: 10
I10-index: 10
Works count: 21
Citations count: 604
Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process1
2005 · Larbi Alili, Pierre Patie, et al. · Stochastic Models
Optimal mean-variance portfolio selection
2016 · Jesper Lund Pedersen, Goran Peškir · Mathematics and Financial Economics
The minimum maximum of a continuous martingale with given initial and terminal laws
2002 · David Hobson, Jesper Lund Pedersen · The Annals of Probability