Sören Christensen
Showing 27 publications
IMPULSE CONTROL AND EXPECTED SUPREMA
Classification error in multiclass discrimination from Markov data
On sequential decision problems with constant costs of observation
Worst-case portfolio optimization in a market with bubbles
Convergence of switching diffusions
Resolvent-Techniques for Multiple Exercise Problems
Discrimination of mothers for convalescent treatment? | Diskriminierung bei Kuren für Mütter?
Achtung: Statistik. 150 Kolumnen zum Nachdenken und Schmunzeln
A method for pricing american options using semi-infinite linear programming
Are female hurricanes really deadlier than male hurricanes?
Worst-case optimal investment with a random number of crashes
On the solution of general impulse control problems using superharmonic functions
Discussion on "Sequential Estimation for Time Series Models" by T. N. Sriram and Ross Iaci
Optimal Multiple Stopping with Random Waiting Times
Optimal stopping of strong Markov processes
American Options with guarantee – A class of two-sided stopping problems
On the Distribution of Random Variables Corresponding to Musielak-Orlicz Norms
Optimal decision under ambiguity for diffusion processes
Generalized Fibonacci numbers and Blackwell's renewal theorem
Phase-type distributions and optimal stopping for autoregressive processes
A harmonic function technique for the optimal stopping of diffusions
An elementary approach to optimal stopping problems for AR(1) sequences
A note on pasting conditions for the American perpetual optimal stopping problem
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