Kristoffer Lindensjö

Available identifiers

zbMath Open lindensjo.kristofferMaRDI QIDQ261539

List of research outcomes

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	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	2022-03-01	Paper
De Finetti's control problem with competition	2021-06-09	Paper
Optimal dividends and capital injection under dividend restrictions	2020-12-15	Paper
A regular equilibrium solves the extended HJB system	2020-02-10	Paper
The value of a liability cash flow in discrete time subject to capital requirements	2019-12-27	Paper
Constructive martingale representation in functional Itô calculus: a local martingale extension	2019-10-17	Paper
The end of the month option and other embedded options in futures contracts	2018-12-03	Paper
Optimal investment and consumption under partial information	2016-03-24	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: Kristoffer Lindensjö