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Sören Christensen · Study

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Sören Christensen

6 works· latest 2019· 2 institutionscluster: provisionalORCID 0000-0002-8598-7507

h-index5

i105

Citations183

Works here6

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Most cited in this library

On time-inconsistent stopping problems and mixed strategy stopping times2019 · 46 citations
A harmonic function technique for the optimal stopping of diffusions2011 · 42 citations
Optimal stopping of strong Markov processes2012 · 34 citations
A General Verification Result for Stochastic Impulse Control Problems2016 · 30 citations
On the solution of general impulse control problems using superharmonic functions2013 · 29 citations

Works

6 shown

On time-inconsistent stopping problems and mixed strategy stopping times

Stochastic Processes and their Applications·2019·2 authors·Open access

46citations

No Benefit in Seeing a Dark Future?

Journal of Individual Differences·2016·2 authors

2citations

A General Verification Result for Stochastic Impulse Control Problems

SIAM Journal on Control and Optimization·2016·3 authors·Open access

30citations

On the solution of general impulse control problems using superharmonic functions

Stochastic Processes and their Applications·2013·1 author·Open access

29citations

Optimal stopping of strong Markov processes

Stochastic Processes and their Applications·2012·3 authors·Open access

34citations

A harmonic function technique for the optimal stopping of diffusions

Stochastics·2011·2 authors

42citations