Referenzen
37.
Stefan Ankirchner, Maike Klein und Thomas Kruse
A verification theorem for optimal stopping problems with expectation constraints
Appl. Math. Optim., 79(1):145--177
2019
36.
Stefan Ankirchner, Maike Klein und Thomas Kruse
Erratum to: A verification theorem for optimal stopping problems with expectation constraints [ MR3903781]
Appl. Math. Optim., 79(1):179--180
2019
35.
Stefan Ankirchner, Christophette Blanchet-Scalliet und Kai Kümmel
Last minute panic in zero sum games
ESAIM Control Optim. Calc. Var., 25:Art. 25, 17
2019
34.
Stefan Ankirchner, Nabil Kazi-Tani, Maike Klein und Thomas Kruse
Stopping with expectation constraints: 3 points suffice
Electron. J. Probab., 24:Paper No. 66, 16
2019
33.
Stefan Ankirchner, Christophette Blanchet-Scalliet und Nabil Kazi-Tani
The De Vylder--Goovaerts conjecture holds within the diffusion limit
J. Appl. Probab., 56(2):546--557
2019
32.
Stefan Ankirchner und Alexander Fromm
Optimal control of diffusion coefficients via decoupling fields
SIAM J. Control Optim., 56(4):2959--2976
2018
31.
Stefan Ankirchner, Thomas Kruse und Mikhail Urusov
A functional limit theorem for irregular SDEs
Ann. Inst. Henri Poincaré Probab. Stat., 53(3):1438--1457
2017
30.
Stefan Ankirchner, Christophette Blanchet-Scalliet und Monique Jeanblanc
Controlling the occupation time of an exponential martingale
Appl. Math. Optim., 76(2):415--428
2017
29.
Stefan Ankirchner, Thomas Kruse und Mikhail Urusov
WLLN for arrays of nonnegative random variables
Statist. Probab. Lett., 122:73--78
2017
28.
Stefan Ankirchner, Thomas Kruse und Mikhail Urusov
Numerical approximation of irregular SDEs via Skorokhod embeddings
J. Math. Anal. Appl., 440(2):692--715
2016
27.
Stefan Ankirchner, Christophette Blanchet-Scalliet und Anne Eyraud-Loisel
Optimal portfolio liquidation with additional information
Math. Financ. Econ., 10(1):1--14
2016
26.
Stefan Ankirchner, David Hobson und Philipp Strack
Finite, integrable and bounded time embeddings for diffusions
Bernoulli, 21(2):1067--1088
2015
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