Kristoffer Lindensjö

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Markovian randomized equilibria for general Markovian Dynkin games in discrete time	2023-07-25	Paper
A controller-stopper-game with hidden controller type	2023-07-04	Paper
De Finetti's control problem with competition Applied Mathematics and Optimization	2023-01-31	Paper
Local time pushed mixed stopping and smooth fit for time-inconsistent stopping problems	2022-06-30	Paper
How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition SIAM Journal on Control and Optimization	2022-03-01	Paper
De Finetti's control problem with competition (available as arXiv preprint)	2021-06-09	Paper
Optimal dividends and capital injection under dividend restrictions Mathematical Methods of Operations Research	2020-12-15	Paper
A regular equilibrium solves the extended HJB system Operations Research Letters	2020-02-10	Paper
The value of a liability cash flow in discrete time subject to capital requirements Finance and Stochastics	2019-12-27	Paper
Constructive martingale representation in functional Itô calculus: a local martingale extension (available as arXiv preprint)	2019-10-17	Paper
The end of the month option and other embedded options in futures contracts Asia-Pacific Financial Markets	2018-12-03	Paper
Optimal investment and consumption under partial information Mathematical Methods of Operations Research	2016-03-24	Paper

Research outcomes over time

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