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Pedersen, Jesper Lund - Matematiske afdeling, Københavns Universitets
The Azema-Yor Embedding in Non-Singular Diffusions J.L. Pedersen and G. Peskir
Best Bounds in Doob's Maximal Inequality for Bessel Processes
Computing the Expectation of the Azema-Yor Stopping Times
Optimal Stopping Problems for Time-Homogeneous Diffusions: a Review
An Optimal Selling Strategy for Stock Trading Based on Predicting the Maximum Price
A Digitalized Employee Option B. Jensen and J.L. Pedersen
Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process
Optimal Prediction of the Ultimate Maximum of Brownian Motion
The Minimum Maximum of a Continuous Martingale with Given Initial and Terminal Laws
Solving Non-Linear Optimal Stopping Problems by the Method of Time-Change
