Steffen Sjursen

Identifiers

• name variant Steffen Sjursen 0.60 · backfill

Papers (3)

1. Maximum principles for non-Markovian semi-martingales with jumps and more math.OC · 2014 · author #1
2. Information and optimal investment in defaultable assets q-fin.PR · 2013 · author #2
3. BSDEs driven by time-changed L\'evy noises and optimal control math.PR · 2013 · author #2

Mentions

• 1412.2403 #1 · backfill · confidence 0.70 Steffen Sjursen
• 1312.6032 #2 · backfill · confidence 0.70 Steffen Sjursen
• 1312.5120 #2 · backfill · confidence 0.70 Steffen Sjursen

Frequent Coauthors

• Giulia Di Nunno 2 shared papers