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researcher

S. Ankirchner

13 papers hereh-index 15743 citations78 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author13

Across the 13 of 13 papers where every author was matched, so the position is known.

fields
  • math.PR8
  • q-fin.PR3
  • cs.LG1
  • math.OC1
same name
  • S. Ankirchner — 1 paper, h 3

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20072026
most citedPricing and hedging of derivatives based on non-tradable underlyings

46 citations · 69 across the 11 of their papers we have counts for

collaborators
Showing 2018 · math.PRShow all

1 paper · 2 filters

math.PR2018

The Skorokhod embedding problem for inhomogeneous diffusions

Stefan Ankirchner, Stefan Engelhardt, Alexander Fromm +1

We solve the Skorokhod embedding problem for a class of stochastic processes satisfying an inhomogeneous stochastic differential equation (SDE) of the form $d A_t =μ(t, A_t) d t +…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.