On finding equilibrium stopping times for time-inconsistent Markovian problems S Christensen, K Lindensjö SIAM Journal on Control and Optimization 56 (6), 4228-4255, 2018 | 50 | 2018 |
A harmonic function technique for the optimal stopping of diffusions S Christensen, A Irle Stochastics An International Journal of Probability and Stochastic Processes …, 2011 | 50 | 2011 |
On time-inconsistent stopping problems and mixed strategy stopping times S Christensen, K Lindensjö Stochastic Processes and their Applications 130 (5), 2886-2917, 2020 | 47 | 2020 |
Optimal stopping of strong Markov processes S Christensen, P Salminen, BQ Ta Stochastic Processes and their Applications 123 (3), 1138-1159, 2013 | 41 | 2013 |
Sources of nitrogen for winter wheat in organic cropping systems SO Petersen, P Schjønning, JE Olesen, S Christensen, BT Christensen Soil Science Society of America Journal 77 (1), 155-165, 2013 | 37 | 2013 |
A Method for Pricing American Options Using Semi‐Infinite Linear Programming S Christensen Mathematical Finance: An International Journal of Mathematics, Statistics …, 2014 | 35 | 2014 |
A general verification result for stochastic impulse control problems C Belak, S Christensen, FT Seifried SIAM Journal on Control and Optimization 55 (2), 627-649, 2017 | 34 | 2017 |
On the solution of general impulse control problems using superharmonic functions S Christensen Stochastic Processes and their Applications 124 (1), 709-729, 2014 | 34 | 2014 |
Are female hurricanes really deadlier than male hurricanes? B Christensen, S Christensen Proceedings of the National Academy of Sciences 111 (34), E3497-E3498, 2014 | 24 | 2014 |
Improving environmental management accounting: how to use statistics to better determine energy consumption B Christensen, A Himme Journal of Management Control 28 (2), 227-243, 2017 | 21 | 2017 |
Achtung: Statistik B Christensen, S Christensen Springer Berlin Heidelberg, 2015 | 21 | 2015 |
On optimal stopping of multidimensional diffusions S Christensen, F Crocce, E Mordecki, P Salminen Stochastic Processes and their Applications 129 (7), 2561-2581, 2019 | 19 | 2019 |
Time-inconsistent stopping, myopic adjustment & equilibrium stability: with a mean-variance application S Christensen, K Lindensjö Banach Center Publications 122, 53-76, 2019 | 18 | 2019 |
An elementary approach to optimal stopping problems for AR (1) sequences S Christensen, A Irle, A Novikov Sequential Analysis 30 (1), 79-93, 2011 | 18 | 2011 |
Development and analysis of novel mission scenarios based on Atmosphere-Breathing Electric Propulsion (ABEP) S Vaidya, C Traub, F Romano, GH Herdrich, YA Chan, S Fasoulas, ... CEAS Space Journal 14 (4), 689-706, 2022 | 16 | 2022 |
Utility maximisation in a factor model with constant and proportional transaction costs C Belak, S Christensen Finance and Stochastics 23, 29-96, 2019 | 16 | 2019 |
Moment-constrained optimal dividends: precommitment and consistent planning S Christensen, K Lindensjö Advances in Applied Probability 54 (2), 404-432, 2022 | 13 | 2022 |
Optimal multiple stopping with random waiting times S Christensen, A Irle, S Jürgens Sequential Analysis 32 (3), 297-318, 2013 | 13 | 2013 |
Optimal decision under ambiguity for diffusion processes S Christensen Mathematical Methods of Operations Research 77, 207-226, 2013 | 13 | 2013 |
Competition versus cooperation: A class of solvable mean field impulse control problems S Christensen, BA Neumann, T Sohr SIAM Journal on Control and Optimization 59 (5), 3946-3972, 2021 | 11 | 2021 |