Jan Ubøe is a Professor of Mathematics. Ubøe received his Dr. Scient degree in mathematics from the University of Oslo in 1987.
Ubøe has published research in several different fields within mathematics and economics: theory on stochastic differential equations, mathematical finance, option pricing theory, regional science, transportation science and management science.
He has collaborated with leading international experts in probability theory, with special emphasis on theory of stochastic partial differential equations. His pioneering work on Wick multiplication initiated a large volume of international publications, and several Ph.D. dissertations had their origin in this theory.
Jan Ubøe was in 2020 awarded the title Excellent Teacher Practitioner at NHH.
| Author(s) | Title | Publisher |
|---|---|---|
| Babri, Sahar; Jørnsten, Kurt; Thorsen, Inge Heldal; Ubøe, Jan | Modeling commuting flows via fixed components | Transportation Science Volume 54 (5); page 1225 - 1237; 2020 |
| Azad Gholami, Reza; Sandal, Leif Kristoffer; Ubøe, Jan | A solution algorithm for multi-period bi-level channel optimization with dynamic price-dependent stochastic demand | Omega. The International Journal of Management Science Volume 102; 2020 |
| McArthur, David Philip; Thorsen, Inge Heldal; Ubøe, Jan | Some Consequences of Ignoring Relocations in the Cost–Benefit Analysis of Transportation Infrastructure Investments | Innovations in Urban and Regional Systems; page 137 - 164; 2020 |
| Ubøe, Jan; Andersson, Jonas; Jørnsten, Kurt; Lillestøl, Jostein Kåre; Sandal, Leif Kristoffer | Statistical testing of bounded rationality with applications to the newsvendor model | European Journal of Operational Research Volume 259 (1); page 251 - 261; 2017 |
| McArthur, David Philip; Thorsen, Inge; Ubøe, Jan | Employment, transport infrastructure, and rural depopulation: A new spatial equilibrium model | Environment and Planning A: Economy and Space Volume 46 (7); page 1652 - 1665; 2014 |
| Øksendal, Bernt; Sandal, Leif Kristoffer; Ubøe, Jan | Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information | Journal of Applied Probability Volume 51A; page 213 - 226; 2014 |
| Jørnsten, Kurt; Nonås, Sigrid Lise; Sandal, Leif Kristoffer; Ubøe, Jan | Mixed contracts for the newsvendor problem with real options and discrete demand | Omega. The International Journal of Management Science Volume 41 (5); page 809 - 819; 2013 |
| Andersson, Jonas; Jørnsten, Kurt; Nonås, Sigrid Lise; Sandal, Leif Kristoffer; Ubøe, Jan | A maximum entropy approach to the newsvendor problem with partial information | European Journal of Operational Research Volume 228 (1); page 190 - 200; 2013 |
| Øksendal, Bernt; Sandal, Leif Kristoffer; Ubøe, Jan | Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models | Journal of Economic Dynamics and Control Volume 37 (7); page 1284 - 1299; 2013 |
| Andersson, Jonas; Ubøe, Jan | Some aspects of random utility, extreme value theory and multinomial logit models | Stochastics: An International Journal of Probability and Stochastic Processes Volume 84 (2-3); page 425 - 435; 2012 |
| Jørnsten, Kurt; Nonås, Sigrid Lise; Sandal, Leif Kristoffer; Ubøe, Jan | Transfer of risk in the newsvendor model with discrete demand | Omega. The International Journal of Management Science Volume 40 (3); page 404 - 414; 2012 |
| McArthur, David Philip; Thorsen, Inge; Ubøe, Jan | Labour market effects in assessing the costs and benefits of road pricing | Transportation Research Part A: Policy and Practice Volume 46 (2); page 310 - 321; 2012 |
| Jörnsten, Kurt; Ubøe, Jan | Strategic Pricing of Commodities | Applied Mathematical Finance Volume 16 (5); page 385 - 399; 2009 |
| Ubøe, Jan; Lillestøl, Jostein | Benefit efficient statistical distributions on patient lists | Journal of Health Economics Volume 26 (4); page 800 - 820; 2007 |
| Jörnsten, Kurt; Thorsen, Inge; Ubøe, Jan | Replication/prediction problems in the journey to work | Environment and Planning A: Economy and Space Volume 36 (2); page 347 - 364; 2004 |
| Ubøe, Jan | Aggregation of gravity models for journeys to work | Environment and Planning A: Economy and Space Volume 36 (4); page 715 - 729; 2004 |
| Glenn, Paul Wilson; Thorsen, Inge; Ubøe, Jan | Wage payoffs and distance deterrence in the journey to work | Transportation Research Part B: Methodological Volume 38 (9); page 853 - 867; 2004 |
| Nævdal, Geir; Thorsen, Inge; Ubøe, Jan | Modeling spatial structures through equilibrium states for transition matrices | Journal of Regional Science Volume 36 (2); page 171 - 196; 1996 |
| Ubøe, Jan | Complex valued, multiparameter stochastic integrals | Journal of theoretical probability Volume 8 (3); page 601 - 624; 1995 |
| Ubøe, Jan; Holden, Helge; Lindstrøm, Tom Louis; Øksendal, Bernt; Zhang, Tusheng | Stochastic boundary value problems. A white noise functional approach | Probability theory and related fields Volume 95 (3); page 391 - 419; 1993 |
Department of Business and Management Science, NHH
Main: Shipping, Logistics and Operations Management
Secondary: Energy Markets, Resource Management and Sustainability, Asset Management and Risk Analysis
Jan Ubøe: We are seeing far more students than before achieving an A in almost every subject here at NHH, and the situation is likely similar in other elite study programs. Could this explain some of the decline we are seeing elsewhere?
The article "Who benefits from postponement in multi-period supply channel optimization?" has been published in Omega. The International Journal of Management Science.
Chronicle by Jan Ubøe: I may be stupid, but even a short time after very good lectures I hardly remember anything from them.
Chronicle by Jan Ubøe: A school that prioritises short-term gains in the form of higher test scores is unsuitable for pursuing talents.
Chronicle by Jan Ubøe: It was no coincidence that the stockbrokerage firms hired numerous mathematicians and physicists.
Chronicle by Jan Ubøe: It is possible to find scientific support for just about everything.
Chronicle by Jan Ubøe: We take better care of each other if we reduce the sizes of schools and classes. This is much more important for the quality of our schools than the PISA score, which is of less relevance.
