Stefan Ankirchner Institute for Applied Mathematics

Selected Talks

Jena 2010: Initial enlargement of filtrations and entropy of Poisson compensators.
Workshop: Enlargement of Filtrations and Applications to Finance and Insurance, May 31 - June 4, 2010;
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Marburg 2011: Skorokhod embeddings in bounded time.
Philipps-Universität Marburg, June 2011
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Hamburg 2011: Futures Cross-hedging with a Stationary Basis. PDF
Warwick 2011: Optimal trade execution under price sensitive risk preferences. PDF