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Sören Christensen
Sören Christensen
Bestätigte E-Mail-Adresse bei math.uni-kiel.de - Startseite
Titel
Zitiert von
Zitiert von
Jahr
On finding equilibrium stopping times for time-inconsistent Markovian problems
S Christensen, K Lindensjö
SIAM Journal on Control and Optimization 56 (6), 4228-4255, 2018
502018
A harmonic function technique for the optimal stopping of diffusions
S Christensen, A Irle
Stochastics An International Journal of Probability and Stochastic Processes …, 2011
502011
On time-inconsistent stopping problems and mixed strategy stopping times
S Christensen, K Lindensjö
Stochastic Processes and their Applications 130 (5), 2886-2917, 2020
472020
Optimal stopping of strong Markov processes
S Christensen, P Salminen, BQ Ta
Stochastic Processes and their Applications 123 (3), 1138-1159, 2013
412013
Sources of nitrogen for winter wheat in organic cropping systems
SO Petersen, P Schjønning, JE Olesen, S Christensen, BT Christensen
Soil Science Society of America Journal 77 (1), 155-165, 2013
362013
A general verification result for stochastic impulse control problems
C Belak, S Christensen, FT Seifried
SIAM Journal on Control and Optimization 55 (2), 627-649, 2017
342017
On the solution of general impulse control problems using superharmonic functions
S Christensen
Stochastic Processes and their Applications 124 (1), 709-729, 2014
342014
A Method for Pricing American Options Using Semi‐Infinite Linear Programming
S Christensen
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2014
342014
Are female hurricanes really deadlier than male hurricanes?
B Christensen, S Christensen
Proceedings of the National Academy of Sciences 111 (34), E3497-E3498, 2014
242014
Improving environmental management accounting: how to use statistics to better determine energy consumption
B Christensen, A Himme
Journal of Management Control 28 (2), 227-243, 2017
212017
Achtung: Statistik
B Christensen, S Christensen
Springer Berlin Heidelberg, 2015
212015
On optimal stopping of multidimensional diffusions
S Christensen, F Crocce, E Mordecki, P Salminen
Stochastic Processes and their Applications 129 (7), 2561-2581, 2019
192019
Time-inconsistent stopping, myopic adjustment & equilibrium stability: with a mean-variance application
S Christensen, K Lindensjö
Banach Center Publications 122, 53-76, 2019
182019
An elementary approach to optimal stopping problems for AR (1) sequences
S Christensen, A Irle, A Novikov
Sequential Analysis 30 (1), 79-93, 2011
182011
Development and analysis of novel mission scenarios based on Atmosphere-Breathing Electric Propulsion (ABEP)
S Vaidya, C Traub, F Romano, GH Herdrich, YA Chan, S Fasoulas, ...
CEAS Space Journal 14 (4), 689-706, 2022
162022
Utility maximisation in a factor model with constant and proportional transaction costs
C Belak, S Christensen
Finance and Stochastics 23, 29-96, 2019
162019
Moment-constrained optimal dividends: precommitment and consistent planning
S Christensen, K Lindensjö
Advances in Applied Probability 54 (2), 404-432, 2022
132022
Optimal multiple stopping with random waiting times
S Christensen, A Irle, S Jürgens
Sequential Analysis 32 (3), 297-318, 2013
132013
Optimal decision under ambiguity for diffusion processes
S Christensen
Mathematical Methods of Operations Research 77, 207-226, 2013
132013
A solution technique for Lévy driven long term average impulse control problems
S Christensen, T Sohr
Stochastic Processes and their Applications 130 (12), 7303-7337, 2020
112020
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