Stefan Ankirchner

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2026 J jnl
Learning Optimal Search Strategies.
CoRR
Stefan Ankirchner, Maximilian Philipp Thiel
2024 J jnl
A Comparison of Continuous-Time Approximations to Stochastic Gradient Descent.
J. Mach. Learn. Res.
Stefan Ankirchner, Stefan Perko
2024 J jnl
Large Ranking Games with Diffusion Control.
Math. Oper. Res.
Stefan Ankirchner, Nabil Kazi-Tani, Julian Wendt, Chao Zhou
2024 J jnl
Learning to steer with Brownian noise.
CoRR
Stefan Ankirchner, Sören Christensen, Jan Kallsen, Philip Le Borne, Stefan Perko
2024 J jnl
On the joint survival probability of two collaborating firms.
J. Appl. Probab.
Stefan Ankirchner, Robert Hesse, Maike Klein
2024 J jnl
The Role of Correlation in Diffusion Control Ranking Games.
SIAM J. Control. Optim.
Stefan Ankirchner, Nabil Kazi-Tani, Julian Wendt
2019 J jnl
The De Vylder-Goovaerts conjecture holds within the diffusion limit.
J. Appl. Probab.
Stefan Ankirchner, Christophette Blanchet-Scalliet, Nabil Kazi-Tani
2018 J jnl
Optimal Control of Diffusion Coefficients via Decoupling Fields.
SIAM J. Control. Optim.
Stefan Ankirchner, Alexander Fromm
2014 J jnl
BSDEs with Singular Terminal Condition and a Control Problem with Constraints.
SIAM J. Control. Optim.
Stefan Ankirchner, Monique Jeanblanc, Thomas Kruse
2013 J jnl
Hedging Forward Positions: Basis Risk Versus Liquidity Costs.
SIAM J. Financial Math.
Stefan Ankirchner, Peter Kratz, Thomas Kruse
2012 J jnl
Cross hedging with stochastic correlation.
Finance Stochastics
Stefan Ankirchner, Gregor Heyne