Sören Christensen
Sören Christensen
Bestätigte E-Mail-Adresse bei math.uni-kiel.de - Startseite
Zitiert von
Zitiert von
A harmonic function technique for the optimal stopping of diffusions
S Christensen, A Irle
Stochastics An International Journal of Probability and Stochastic Processes …, 2011
Optimal stopping of strong Markov processes
S Christensen, P Salminen, BQ Ta
Stochastic Processes and their Applications 123 (3), 1138-1159, 2013
A Method for Pricing American Options Using Semi‐Infinite Linear Programming
S Christensen
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2014
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
On the solution of general impulse control problems using superharmonic functions
S Christensen
Stochastic Processes and their Applications 124 (1), 709-729, 2014
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
On time-inconsistent stopping problems and mixed strategy stopping times
S Christensen, K Lindensjö
Stochastic Processes and their Applications 130 (5), 2886-2917, 2020
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
An elementary approach to optimal stopping problems for AR (1) sequences
S Christensen, A Irle, A Novikov
Sequential Analysis 30 (1), 79-93, 2011
Achtung: Statistik
B Christensen, S Christensen
Springer Berlin Heidelberg, 2015
Are female hurricanes really deadlier than male hurricanes?
B Christensen, S Christensen
Proceedings of the National Academy of Sciences 111 (34), E3497-E3498, 2014
Optimal multiple stopping with random waiting times
S Christensen, A Irle, S Jürgens
Sequential Analysis 32 (3), 297-318, 2013
Impulse control and expected suprema
S Christensen, P Salminen
Advances in Applied Probability, 238-257, 2017
A note on pasting conditions for the American perpetual optimal stopping problem
S Christensen, A Irle
Statistics & probability letters 79 (3), 349-353, 2009
On optimal stopping of multidimensional diffusions
S Christensen, F Crocce, E Mordecki, P Salminen
Stochastic Processes and their Applications 129 (7), 2561-2581, 2019
Phase-type distributions and optimal stopping for autoregressive processes
S Christensen
Journal of Applied Probability 49 (1), 22-39, 2012
Utility maximisation in a factor model with constant and proportional transaction costs
C Belak, S Christensen
Finance and Stochastics 23 (1), 29-96, 2019
An effective method for the explicit solution of sequential problems on the real line
S Christensen
Sequential Analysis 36 (1), 2-18, 2017
Everything counts!
B Christensen, S Christensen, T Hoppe, M Spandel
AStA Wirtschafts-und Sozialstatistisches Archiv 9 (3), 215-232, 2015
Worst-case optimal investment with a random number of crashes
C Belak, S Christensen, O Menkens
Statistics & Probability Letters 90, 140-148, 2014
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