Cross hedging with stochastic correlation. - Stefan Ankirchner; Gregor Heyne (Finance Stochastics, 2012)

Hedging Forward Positions: Basis Risk Versus Liquidity Costs. - Stefan Ankirchner; Peter Kratz; Thomas Kruse (SIAM J. Financial Math., 2013)

BSDEs with Singular Terminal Condition and a Control Problem with Constraints. - Stefan Ankirchner; Monique Jeanblanc; Thomas Kruse (SIAM J. Control. Optim., 2014)

Optimal Control of Diffusion Coefficients via Decoupling Fields. - Stefan Ankirchner; Alexander Fromm (SIAM J. Control. Optim., 2018)

The De Vylder-Goovaerts conjecture holds within the diffusion limit. - Stefan Ankirchner; Christophette Blanchet-Scalliet; Nabil Kazi-Tani (J. Appl. Probab., 2019)

Learning to steer with Brownian noise. - Stefan Ankirchner; Sören Christensen; Jan Kallsen; Philip Le Borne; Stefan Perko (CoRR, 2024)

On the joint survival probability of two collaborating firms. - Stefan Ankirchner; Robert Hesse; Maike Klein 002 (J. Appl. Probab., 2024)

A Comparison of Continuous-Time Approximations to Stochastic Gradient Descent. - Stefan Ankirchner; Stefan Perko (J. Mach. Learn. Res., 2024)

Large Ranking Games with Diffusion Control. - Stefan Ankirchner; Nabil Kazi-Tani; Julian Wendt; Chao Zhou 010 (Math. Oper. Res., 2024)

The Role of Correlation in Diffusion Control Ranking Games. - Stefan Ankirchner; Nabil Kazi-Tani; Julian Wendt (SIAM J. Control. Optim., 2024)