Kristina Rognlien Dahl

Available identifiers

zbMath Open rognlien-dahl.kristinaMaRDI QIDQ1731593

List of research outcomes

Publication	Date of Publication	Type
Self-exciting jump processes and their asymptotic behaviour	2022-12-08	Paper
Stochastic modeling of stratospheric temperature	2022-09-27	Paper
Stochastic optimal control of pre-exposure prophylaxis for HIV infection	2022-09-14	Paper
Sequential Bayesian optimal experimental design for structural reliability analysis	2021-12-09	Paper
Environmental contours and optimal design	2020-09-08	Paper
Forward-backward stochastic differential equation games with delay and noisy memory	2020-07-21	Paper
A duopoly preemption game with two alternative stochastic investment choices	2019-07-19	Paper
Management of a hydropower system via convex duality	2019-03-13	Paper
A numerical method for solving stochastic differential equations with noisy memory	2019-02-28	Paper
A convex duality approach for pricing contingent claims under partial information and short selling constraints	2017-04-06	Paper
Pricing of claims in discrete time with partial information	2014-03-24	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Kristina Rognlien Dahl