Stefan Ankirchner
Finance · 2005–2007
A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it; #6,082 of 10,518 by trust here, #7,920 by citations
Whom Stefan Ankirchner trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Stefan Ankirchner overall
Papers from Stefan Ankirchner's perspective
Ordered by how strongly the researchers Stefan Ankirchner trusts endorse each paper. Same corpus, a different order for every researcher.
- Backward stochastic differential equations and partial differential equations with quadratic growth
- Random times at which insiders can have free lunches
- A General Stochastic Calculus Approach to Insider Trading
- Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs
- Free lunch and arbitrage possibilities in a financial market model with an insider
- Nonlinear Expectations, Nonlinear Evaluations and Risk Measures
- A regression-based Monte Carlo method to solve backward stochastic differential equations
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case
- Pricing Via Utility Maximization and Entropy
- Controlling rough paths