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Sigrid Kallblad

4 papers hereh-index 5100 citations7 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author2
  • last author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • math.OC1
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

most citedMeasure-valued martingales and optimality of Bass-type solutions to the Skorokhod Embedding Problem

4 citations · 8 across the 4 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2017★ 2 cited

A Dynamic Programming Principle for Distribution-Constrained Optimal Stopping

Sigrid Källblad

We consider an optimal stopping problem where a constraint is placed on the distribution of the stopping time. Reformulating the problem in terms of so-called measure-valued martin…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.