203 Infos zu Stefan Ankirchner

18 Aktuelle Nachrichten

Jena (sl) Stefan Ankirchner ist neuberufener Professor für Stochastische Analysis an der Universität Jena. Der 38-Jährige beschäftigt sich mit ...

› seminars

— Der Mathematiker der Humboldt-Universität, Stefan Ankirchner, hat gestern den Dissertationspreis Adlershof bekommen. › Printarchiv › Berlin

joint work with Peter Imkeller and Stefan Ankirchner Humboldt University Berlin Motzen, Program: 1 A one-period model for market crashes 2 The continuous-time case: Equilibrium prices in the presence of portfolio insurers 3 The Langevin approach to crashes.

3 Profile in Sozialen Netzwerken

Stefan Ankirchners berufliches Profil anzeigen LinkedIn ist das weltweit größte berufliche Netzwerk, das Fach- und Führungskräften wie Stefan Ankirchner dabei ...

Homepage of the Collaborative Research Centre 701

3 Firmen-Mitarbeiter

Stochastik, Wahrscheinlichkeitstheorie, Stochastische Analysis, Mathematische Statistik. Postanschrift : Büro : Kontakt : Institut für Mathematik

15:00—15:50 Stefan Ankirchner. 16:00—16:20 Tea break. 16:20—16:50 Sébastien Choukroun. 16:50—17:40 Monique Pontier. 18:30. Banquet. Friday June 28.

Stefan Ankirchner (Universitat Bonn). Hedging forward positions: basis risk versus liquidity costs. Consider an agent with a forward position of an illiquid asset ...

2 Angaben zur Herkunft

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Name School Year Descendants; Stefan Ankirchner: Humboldt-Universität zu Berlin: 2005: Goncalo Dos Reis: Humboldt-Universität zu Berlin: 2010: William Finnoff

24 Bücher zum Namen

Stefan Ankirchner, Georgi Dimitroff, Gregor Heyne, and Christian Pigorsch. Year of Publication: 2012: Contributors: Ankirchner, Stefan; Dimitroff, Georgi; Heyne ...

Hélène Airault, Jiagang Ren, and Xicheng Zhang, Smoothness of local times of semimartingales, C. R. Acad. · Stefan Ankirchner, Peter Imkeller, and Gonçalo Dos ... › books › memo

Front Cover. Stefan Ankirchner pages. 0 Reviewshttp://books.google.com/books/about/Information_and_Semimartingales.html?id=VkUIPQAACAAJ ...

Utility Duality Under Additional Information. Front Cover. Stefan Ankirchner. Humboldt-Universität zu Berlin, Reviews ...

19 Dokumente

von S Ankirchner · · Zitiert von: 77 — Authors:Stefan Ankirchner, Peter Imkeller, Goncalo Dos Reis · Download PDF. Abstract: We consider Backward Stochastic Differential Equations (BSDE) with ... › math

Autor(en): Stefan Ankirchner. Titel: Utility Duality under Additional Information – Conditional Measures versus Filtration Enlargements.

Authors: Stefan Ankirchner, Monique Jeanblanc, Thomas Kruse. (Submitted on 28 May (v1), last revised 3 Jun (this version, v2)). Abstract: We ...

Stefan Ankirchner FSU Jena Optimal Stopping with expectation constraints We discuss several methods for solving stopping problems with expectation constraints. Mahdi Azimi Martin-Luther-Universität Halle Backward stochastic Volterra integral equations in L q spaces and duality principle with forward stochastic Volterra integral equations

29 Wissenschaftliche Publikationen

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Arbeitsgruppe Dereich

Section 1 - Stochastic Analysis. Contributed Lectures. (in alphabetic order). Stefan Ankirchner. Humboldt-Universität zu Berlin. Tu

When managing risk, frequently only imperfect hedging instruments are at hand. We show how to optimally cross-hedge risk when the spread between the hedging...

17 Allgemeine Veröffentlichungen

Stefan Ankirchner, Christophette Blanchet-Scalliet, Anne Eyraud-Loisel. To cite this version: Stefan Ankirchner, Christophette Blanchet-Scalliet, ...

Information and semimartingales [Elektronische Ressource] / von Stefan Ankirchner : Information and SemimartingalesDISSERTATIONzur Erlangung des ...

We consider insurance derivatives depending on an external physical risk process, for example a temperature in a low dimensional climate model. We assume...

Stefan Ankirchner

1 Video- & Audioinhalte

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1 Meinungen & Artikel

— Stefan Ankirchner · Mahdi Azimi · Stefan Bachmann · Michael Beyer · Markus Böhm · Maximilian Büttner · Joscha Diehl · Benjamin Fehrman ... › calendar › conferences › msw

81 Webfunde aus dem Netz

Talk 1: Stefan Ankirchner (Iena University), A generalized Donsker theorem and approximating SDEs with irregular coefficients; Talk 2: Dorje Brody (Brunel ...

This is homepage of Ngo Hoang Long

Arnulf Jentzen und Johannes Muhle-Karbe, Robert Stelzer, Stefan Ankirchner und Clementine Dalelane,

Dr. Stefan Ankirchner Wintersemester Inhaltsverzeichnis I Elemente der zeitdiskreten Martingaltheorie 2 1 Bedingte Erwartungen Martingale II ...

Option Pricing Chapter 9 - Barrier Options - Stefan Ankirchner University of Bonn last update: 9th December Stefan Ankirchner Option Pricing 1 Standard ...

Consultez la traduction anglais-allemand de Zweig DER Mathematik dans le dictionnaire PONS qui inclut un entraîneur de vocabulaire, les tableaux de conjugaison...

Option Pricing Stefan Ankirchner January 2, The Binomial Model 2 Brownian motion and Stochastic Calculus We next recall some basic results from Stochastic Calculus.

Start Schlagworte Prof. Dr. Stefan Ankirchner. SCHLAGWORTE: Prof. Dr. Stefan Ankirchner. Prof. Dr. Stefan Ankirchner lehrt Stochastische Analysis an der ...

› jena › attachment › st...

Stefan Ankirchner. Gotha. Überwiegend bewölkt. enter location ° C ° °. 65%. 2.7kmh. 83%. Do. 19 °. Fr. 21 °. Sa. 24 °. So. 21 °. Mo. 25 ° ...

1 Option Pricing Chapter 11 Options on Futures Stefan Ankirchner University of Bonn last update: at 14:25 Stefan Ankirchner Option Pricing 1

Option Pricing Chapter 4 Including dividends in the BS model Stefan Ankirchner University of Bonn last update: 6th November Stefan Ankirchner Option Pricing …

Option Pricing Chapter Local volatility models - Stefan Ankirchner University of Bonn last update: 13th January Stefan Ankirchner Option Pricing 1 Agenda ...

This is one of a series of awards that the Journal has established to acknowledge the contributions of authors who have moved the subject ... Dr. Stefan Ankirchner

Peter Imkeller, Stefan Ankirchner, Gregor Heyne. We solve Skorokhod's embedding problem for Brownian motion with linear drift $(W_t+ ...

Classical and Variational Differentiability of BSDEs with Quadratic Growth

Hedging forward positions: basis risk versus liquidity costs, SIAM Journal of Financial Mathematics, 4(1)(29 pages with Stefan Ankirchner and Thomas Kruse) An explicit solution of a non-linear-quadratic constrained stochastic control problem with jumps: optimal liquidation in dark pools with adverse selection , accepted for ...

von E Bayraktar · — Stefan Ankirchner and Philipp Strack, Skorokhod embeddings in bounded time, Stoch. Dyn. 11 (2011), no. 2-3, 215–226. › proc

von F Delbaen · · Zitiert von: — Citations in EuDML Documents · Stefan Ankirchner, Peter Imkeller, Finite utility on financial markets with asymmetric information and structure properties of the ... › doc

Stefan Ankirchner, Maike Klein, Thomas Kruse. A verification theorem for optimal stopping problems with expectation constraints ⟨hal ⟩ ...