Stefan Ankirchner

According to our database, Stefan Ankirchner authored at least 11 papers between 2012 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2026

Learning Optimal Search Strategies.

Stefan Ankirchner, Maximilian Philipp Thiel

CoRR, March, 2026

2024

The Role of Correlation in Diffusion Control Ranking Games.

Stefan Ankirchner, Nabil Kazi-Tani, Julian Wendt

SIAM J. Control. Optim., 2024

Large Ranking Games with Diffusion Control.

Stefan Ankirchner, Nabil Kazi-Tani, Julian Wendt, Chao Zhou

Math. Oper. Res., 2024

A Comparison of Continuous-Time Approximations to Stochastic Gradient Descent.

Stefan Ankirchner, Stefan Perko

J. Mach. Learn. Res., 2024

On the joint survival probability of two collaborating firms.

Stefan Ankirchner, Robert Hesse, Maike Klein

J. Appl. Probab., 2024

Learning to steer with Brownian noise.

Stefan Ankirchner, Sören Christensen, Jan Kallsen, Philip Le Borne, Stefan Perko

CoRR, 2024

2019

The De Vylder-Goovaerts conjecture holds within the diffusion limit.

Stefan Ankirchner, Christophette Blanchet-Scalliet, Nabil Kazi-Tani

J. Appl. Probab., 2019

2018

Optimal Control of Diffusion Coefficients via Decoupling Fields.

Stefan Ankirchner, Alexander Fromm

SIAM J. Control. Optim., 2018

2014

BSDEs with Singular Terminal Condition and a Control Problem with Constraints.

Stefan Ankirchner, Monique Jeanblanc, Thomas Kruse

SIAM J. Control. Optim., 2014

2013

Hedging Forward Positions: Basis Risk Versus Liquidity Costs.

Stefan Ankirchner, Peter Kratz, Thomas Kruse

SIAM J. Financial Math., 2013

2012

Cross hedging with stochastic correlation.

Stefan Ankirchner, Gregor Heyne

Finance Stochastics, 2012