Jørgens Gymnasium, where he was taught by the Hungarian mathematician Julius Pal during his first year.

Supported by the Carlsberg Foundation, he spent the fall of 1929 at the University of Szeged, where he met Frigyes Riesz, Alfréd Haar, and Lipót Fejér.

He then spent the winter semester of 1929–30 at the University of Göttingen, where he attended lectures by David Hilbert and Edmund Landau while working on his PhD thesis.

[2] The same year, he was appointed as a docent at The Royal Veterinary and Agricultural University in Denmark.

[2] Jessen continued to travel frequently in the early 1930s, visiting Paris, Cambridge, England, the Institute for Advanced Study, Yale and Harvard University in America.