Stefan Ankirchner

Identifiers

• name variant Stefan Ankirchner 0.60 · backfill

Papers (9)

1. The Skorokhod embedding problem for inhomogeneous diffusions math.PR · 2018 · author #1
2. A functional limit theorem for irregular SDEs math.PR · 2014 · author #1
3. Finite, integrable and bounded time embeddings for diffusions math.PR · 2013 · author #1
4. BSDEs with singular terminal condition and control problems with constraints math.OC · 2013 · author #1
5. Pricing and hedging of derivatives based on non-tradable underlyings q-fin.PR · 2007 · author #1
6. On measure solutions of backward stochastic differential equations math.PR · 2007 · author #1
7. Optimal cross hedging for insurance derivatives q-fin.PR · 2007 · author #1
8. Classical and Variational Differentiability of BSDEs with quadratic growth math.PR · 2007 · author #1
9. The Shannon information of filtrations and the additional logarithmic utility of insiders math.PR · 2005 · author #1

Mentions

• 1306.3942 #1 · backfill · confidence 0.70 Stefan Ankirchner
• 1305.6541 #1 · backfill · confidence 0.70 Stefan Ankirchner
• 0712.3746 #1 · backfill · confidence 0.70 Stefan Ankirchner
• 0705.3788 #1 · backfill · confidence 0.70 Stefan Ankirchner
• 0705.3760 #1 · backfill · confidence 0.70 Stefan Ankirchner

Frequent Coauthors

• Peter Imkeller 5 shared papers
• Goncalo dos Reis 3 shared papers
• Alexandre Popier 2 shared papers
• Thomas Kruse 2 shared papers
• Alexander Fromm 1 shared papers
• David Hobson 1 shared papers
• Mikhail Urusov 1 shared papers
• Monique Jeanblanc 1 shared papers
• Philipp Strack 1 shared papers
• Stefan Engelhardt 1 shared papers
• Steffen Dereich 1 shared papers