Stefan Ankirchner

According to our database, Stefan Ankirchner authored at least 5 papers between 2012 and 2019.

Collaborative distances:

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

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