Sören Christensen

Visar 27 publikationer

2017

IMPULSE CONTROL AND EXPECTED SUPREMA

Sören Christensen, P. Salminen
Advances in Applied Probability. Vol. 49 (1), p. 238-257
Artikel i vetenskaplig tidskrift
2016

No Benefit in Seeing a Dark Future? On Recent Findings on the Effects of Forecasting Life Satisfaction

Sören Christensen
Journal of Individual Differences. Vol. 37 (3), p. 201-2015
Artikel i vetenskaplig tidskrift
2016

On sequential decision problems with constant costs of observation

Sören Christensen
Stochastic Processes and Models in Operations Research. Neelamegam Anbazhagan (red.), p. 229 ff.-
Kapitel i bok
2016

Worst-case portfolio optimization in a market with bubbles

Christoph Belak, Sören Christensen, Olaf Menkens
International Journal of Theoretical and Applied Finance. Vol. 19 (2), p. artikel nr 1650009-
Artikel i vetenskaplig tidskrift
2015

Convergence of switching diffusions

Sören Christensen, A. Irle
Stochastic Processes and their Applications. Vol. 125 (9), p. 3623-3635
Artikel i vetenskaplig tidskrift
2015

Discrimination of mothers for convalescent treatment? | Diskriminierung bei Kuren für Mütter?

B. Christensen, Sören Christensen
Pravention und Gesundheitsforderung. Vol. 10 (3), p. 218-221
Artikel i vetenskaplig tidskrift
2015

Classification error in multiclass discrimination from Markov data

Sören Christensen, A. Irle, L. Willert
Statistical Inference for Stochastic Processes. Vol. 19 (3), p. 321-336
Artikel i vetenskaplig tidskrift
2015

Everything counts!

Björn Christensen, Sören Christensen, Tim Hoppe et al
AStA Wirtschafts- und Sozialstatistisches Archiv. Vol. 9 (3-4), p. 215-232
Artikel i vetenskaplig tidskrift
2015

Resolvent-Techniques for Multiple Exercise Problems

Sören Christensen, J. Lempa
Applied Mathematics and Optimization. Vol. 71 (1), p. 95-123
Artikel i vetenskaplig tidskrift
2015

Achtung: Statistik. 150 Kolumnen zum Nachdenken und Schmunzeln

Björn Christensen, Sören Christensen
Bok
2014

A method for pricing american options using semi-infinite linear programming

Sören Christensen
Mathematical Finance. Vol. 24 (1), p. 156-172
Artikel i vetenskaplig tidskrift
2014

Are female hurricanes really deadlier than male hurricanes?

B. Christensen, Sören Christensen
Proceedings of the National Academy of Sciences of the United States of America. Vol. 111 (34), p. E3497-E3498
Artikel i vetenskaplig tidskrift
2014

Discussion on "Sequential Estimation for Time Series Models" by T. N. Sriram and Ross Iaci

Sören Christensen
Sequential Analysis. Vol. 33 (2), p. 158-160
Artikel i vetenskaplig tidskrift
2014

Worst-case optimal investment with a random number of crashes

C. Belak, Sören Christensen, O. Menkens
Statistics and Probability Letters. Vol. 90 (1), p. 140-148
Artikel i vetenskaplig tidskrift
2014

On the solution of general impulse control problems using superharmonic functions

Sören Christensen
Stochastic Processes and their Applications. Vol. 124 (1), p. 709-729
Artikel i vetenskaplig tidskrift
2013

Optimal Multiple Stopping with Random Waiting Times

Sören Christensen, A. Irle, S. Jürgens
Sequential Analysis. Vol. 32 (3), p. 297-318
Artikel i vetenskaplig tidskrift
2013

Optimal stopping of strong Markov processes

Sören Christensen, P. Salminen, B.Q. Ta
Stochastic Processes and their Applications. Vol. 123 (3), p. 1138-1159
Artikel i vetenskaplig tidskrift
2013

American Options with guarantee – A class of two-sided stopping problems

Sören Christensen, Albrecht Irle
Statistics and Risk Modeling. Vol. 30 (3), p. 237-254
Artikel i vetenskaplig tidskrift
2013

Optimal decision under ambiguity for diffusion processes

Sören Christensen
Mathematical Methods of Operations Research. Vol. 77 (2), p. 207-226
Artikel i vetenskaplig tidskrift
2013

On the Distribution of Random Variables Corresponding to Musielak-Orlicz Norms

Sören Christensen
Studia Mathematica. Vol. 219 (3), p. 269-287
Artikel i vetenskaplig tidskrift
2012

Generalized Fibonacci numbers and Blackwell's renewal theorem

Sören Christensen
Statistics and Probability Letters. Vol. 82 (9), p. 1665-1668
Artikel i vetenskaplig tidskrift
2012

Phase-type distributions and optimal stopping for autoregressive processes

Sören Christensen
Journal of Applied Probability. Vol. 49 (1), p. 22-39
Artikel i vetenskaplig tidskrift
2011

A harmonic function technique for the optimal stopping of diffusions

Sören Christensen, A. Irle
Stochastics. Vol. 83 (4-6), p. 347-363
Artikel i vetenskaplig tidskrift
2011

An elementary approach to optimal stopping problems for AR(1) sequences

Sören Christensen, A. Irle, A. Novikov
Sequential Analysis. Vol. 30 (1), p. 79-93
Artikel i vetenskaplig tidskrift
2010

Contributions to the theory of optimal stopping

Sören Christensen
Doktorsavhandling
2009

A note on pasting conditions for the American perpetual optimal stopping problem

Sören Christensen, A. Irle
Statistics and Probability Letters. Vol. 79 (3), p. 349-353
Artikel i vetenskaplig tidskrift

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