Kristina Rognlien Dahl

Identifiers

• name variant Kristina Rognlien Dahl 0.60 · backfill

Papers (9)

1. Stochastic control with self-exciting processes math.OC · 2026 · author #2
2. Buffered environmental contours stat.AP · 2019 · author #1
3. A numerical method for solving stochastic differential equations with noisy memory math.NA · 2019 · author #1
4. A duopoly preemption game with two alternative stochastic investment choices math.OC · 2019 · author #1
5. Stochastic maximum principle with Lagrange multipliers and optimal consumption with L\'evy wage math.OC · 2019 · author #1
6. Pricing of claims in discrete time with partial information math.OC · 2019 · author #1
7. A convex duality approach for pricing contingent claims under partial information and short selling constraints q-fin.MF · 2019 · author #1
8. Management of a hydropower system via convex duality math.OC · 2017 · author #1
9. Forward Backward Stochastic Differential Equation Games with Delay and Noisy Memory math.OC · 2017 · author #1

Mentions

• 1902.11010 #1 · arxiv_oai · confidence 0.70 Kristina Rognlien Dahl

Frequent Coauthors

• Espen Stokkereit 2 shared papers
• Arne Bang Huseby 1 shared papers
• Heidar Eyjolfsson 1 shared papers