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Ankirchner, Stefan - Institut für Angewandte Mathematik, Universität Bonn
Finite utility on financial markets with asymmetric information and structure properties of the price
Quadratic hedging of weather and catastrophe risk by using short term climate predictions
SFB 649 Discussion Paper 2005-029 Utility Duality under
INITIAL ENLARGEMENT OF FILTRATIONS AND ENTROPY OF POISSON COMPENSATORS
Metrics on the set of semimartingale filtrations Stefan Ankirchner
MULTIPERIOD MEAN-VARIANCE PORTFOLIO OPTIMIZATION VIA MARKET CLONING
A BSDE approach to the Skorokhod embedding problem for the Brownian motion with drift
Futures Cross-hedging with a Stationary Stefan Ankirchner Georgi Dimitroff Gregor Heyne
Quadratic hedging of weather and catastrophe risk by using short term climate predictions
Skorokhod Embeddings In Bounded Time Stefan Ankirchner
Enlargement of filtrations and continuous Girsanov-type embeddings
December 18, 2006 13:54 Proceedings Trim Size: 9in x 6in ritsumeikan3 Financial Markets with Asymmetric Information
Monotone utility convergence Stefan Ankirchner
On filtration enlargements and purely discontinuous martingales
Information and Semimartingales DISSERTATION
Finite utility on financial markets with asymmetric information and structure properties of the price
