Kristoffer Lindensj\"o

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Papers (5)

1. Optimal dividends and capital injection under dividend restrictions math.OC · 2019 · author #1
2. The value of a liability cash flow in discrete time subject to capital requirements q-fin.RM · 2018 · author #2
3. On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems math.OC · 2017 · author #2
4. Constructive martingale representation in functional It\^o calculus: a local martingale extension math.PR · 2016 · author #1
5. An explicit formula for optimal portfolios in complete Wiener driven markets: a functional It\^o calculus approach q-fin.MF · 2016 · author #1

Mentions

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Frequent Coauthors

• Filip Lindskog 2 shared papers
• Hampus Engsner 1 shared papers
• S\"oren Christensen 1 shared papers