Publications
Publications
Author:  
All :: A, B, C, D, E, F, G, H, I, J, K, L, M, N, O, P, Q, R, S, T, U, V, W, X, Y, Z 
All :: Baake, ... , Blanchard, Blanchet-Scalliet, Blankespoor, ... , Büthe 
References
5.
Stefan Ankirchner, Christophette Blanchet-Scalliet and Kai Kümmel
Last minute panic in zero sum games
ESAIM Control Optim. Calc. Var., 25:Art. 25, 17
2019
4.
Stefan Ankirchner, Christophette Blanchet-Scalliet and Nabil Kazi-Tani
The De Vylder--Goovaerts conjecture holds within the diffusion limit
J. Appl. Probab., 56(2):546--557
2019
3.
Stefan Ankirchner, Christophette Blanchet-Scalliet and Monique Jeanblanc
Controlling the occupation time of an exponential martingale
Appl. Math. Optim., 76(2):415--428
2017
2.
Stefan Ankirchner, Christophette Blanchet-Scalliet and Anne Eyraud-Loisel
Optimal portfolio liquidation with additional information
Math. Financ. Econ., 10(1):1--14
2016
1.
Stefan Ankirchner, Christophette Blanchet-Scalliet and Anne Eyraud-Loisel
Credit risk premia and quadratic BSDEs with a single jump
Int. J. Theor. Appl. Finance, 13(7):1103--1129
2010
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