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
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
A method for pricing american options using semi-infinite linear programming
Discussion on "Sequential Estimation for Time Series Models" by T. N. Sriram and Ross Iaci
American Options with guarantee – A class of two-sided stopping problems
Optimal decision under ambiguity for diffusion processes
On the Distribution of Random Variables Corresponding to Musielak-Orlicz Norms
Optimal Multiple Stopping with Random Waiting Times
Optimal stopping of strong Markov processes
Phase-type distributions and optimal stopping for autoregressive processes
Generalized Fibonacci numbers and Blackwell's renewal theorem
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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