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S\"oren Christensen

Identifiers

  • name variant S\"oren Christensen 0.60 · backfill

Papers (23)

  1. A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty math.PR · 2019 · author #2
  2. The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts q-fin.MF · 2019 · author #2
  3. A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity q-fin.MF · 2019 · author #1
  4. Anscombe's Model for Sequential Clinical Trials Revisited stat.ME · 2017 · author #2
  5. A General Method for Finding the Optimal Threshold in Discrete Time math.PR · 2017 · author #1
  6. On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems math.OC · 2017 · author #1
  7. The Monotone Case Approach for the Solution of Certain Multidimensional Optimal Stopping Problems math.PR · 2017 · author #1
  8. Optimal portfolio selection under vanishing fixed transaction costs q-fin.PM · 2016 · author #1
  9. On optimal stopping of multidimensional diffusions math.PR · 2016 · author #1
  10. Classification error in multiclass discrimination from Markov data stat.ML · 2015 · author #1
  11. Impulse control and expected suprema math.PR · 2015 · author #1
  12. Everything counts! - Warum kleine Gemeinden die Gewinner der Zensuserhebung 2011 sind stat.AP · 2014 · author #2
  13. Convergence of switching diffusions math.PR · 2014 · author #1
  14. Resolvent-Techniques For Multiple Exercise Problems math.PR · 2013 · author #1
  15. Riesz representation and optimal stopping with two case studies math.PR · 2013 · author #1
  16. On the Solution of General Impulse Control Problems Using Superharmonic Functions math.PR · 2013 · author #1
  17. Optimal relaxed portfolio strategies for growth rate maximization problems with transaction costs q-fin.PM · 2012 · author #1
  18. Optimal multiple stopping with random waiting times q-fin.PR · 2012 · author #1
  19. Optimal stopping of strong Markov processes math.PR · 2012 · author #1
  20. Optimal decision under ambiguity for diffusion processes q-fin.CP · 2011 · author #1
  21. A method for pricing American options using semi-infinite linear programming q-fin.CP · 2011 · author #1
  22. Generalized Fibonacci Numbers and Blackwell's Renewal Theorem math.PR · 2010 · author #1
  23. Phasetype distributions, autoregressive processes and overshoot math.PR · 2010 · author #1

Mentions

  • 1509.06673 #1 · backfill · confidence 0.70 S\"oren Christensen
  • 1503.01253 #1 · backfill · confidence 0.70 S\"oren Christensen
  • 1409.1360 #2 · backfill · confidence 0.70 S\"oren Christensen
  • 1403.0705 #1 · backfill · confidence 0.70 S\"oren Christensen
  • 1309.7210 #1 · backfill · confidence 0.70 S\"oren Christensen
  • 1309.2469 #1 · backfill · confidence 0.70 S\"oren Christensen
  • 1304.3578 #1 · backfill · confidence 0.70 S\"oren Christensen
  • 1209.0305 #1 · backfill · confidence 0.70 S\"oren Christensen
  • 1205.1966 #1 · backfill · confidence 0.70 S\"oren Christensen
  • 1203.4726 #1 · backfill · confidence 0.70 S\"oren Christensen
  • 1110.3897 #1 · backfill · confidence 0.70 S\"oren Christensen
  • 1103.4483 #1 · backfill · confidence 0.70 S\"oren Christensen
  • 1012.5006 #1 · backfill · confidence 0.70 S\"oren Christensen
  • 1008.0756 #1 · backfill · confidence 0.70 S\"oren Christensen

Frequent Coauthors