Properties of the EMCEL scheme for approximating irregular diffusions von Ankirchner, Stefan, Kruse, Thomas, Löhr, Wolfgang, Urusov, Mikhail

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Numerical approximation of irregular SDEs via Skorokhod embeddings von Ankirchner, Stefan, Kruse, Thomas, Urusov, Mikhail

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Gambling for Resurrection and the Heat Equation on a Triangle von Ankirchner, Stefan, Blanchet-Scalliet, Christophette, Kazi-Tani, Nabil, Zhou, Chao

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Long Term Average Cost Control Problems Without Ergodicity von Ankirchner, Stefan, Engelhardt, Stefan

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The Role of Correlation in Diffusion Control Ranking Games von Ankirchner, Stefan, Kazi-Tani, Nabil, Wendt, Julian

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Optimal Control of Diffusion Coefficients via Decoupling Fields von Ankirchner, Stefan, Fromm, Alexander

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On the joint survival probability of two collaborating firms von Ankirchner, Stefan, Hesse, Robert, Klein, Maike

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The Shannon Information of Filtrations and the Additional Logarithmic Utility of Insiders von Ankirchner, Stefan, Dereich, Steffen, Imkeller, Peter

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Wasserstein convergence rates for random bit approximations of continuous Markov processes von Ankirchner, Stefan, Kruse, Thomas, Urusov, Mikhail

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Bayesian sequential testing with expectation constraints von Ankirchner, Stefan, Klein, Maike

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Large Ranking Games with Diffusion Control von Ankirchner, Stefan, Kazi-Tani, Nabil, Wendt, Julian, Zhou, Chao

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BSDEs with Singular Terminal Condition and a Control Problem with Constraints von Ankirchner, Stefan, Jeanblanc, Monique, Kruse, Thomas

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A Verification Theorem for Optimal Stopping Problems with Expectation Constraints von Ankirchner, Stefan, Klein, Maike, Kruse, Thomas

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OPTIMAL POSITION TARGETING VIA DECOUPLING FIELDS von Ankirchner, Stefan, Fromm, Alexander, Kruse, Thomas, Popier, Alexandre

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First passage time density of an Ornstein-Uhlenbeck process with broken drift von Ankirchner, Stefan, Blanchet-Scalliet, Christophette, Dorobantu, Diana, Gay, Laura

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Erratum to: A Verification Theorem for Optimal Stopping Problems with Expectation Constraints von Ankirchner, Stefan, Klein, Maike, Kruse, Thomas

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Finite, integrable and bounded time embeddings for diffusions von ANKIRCHNER, STEFAN, HOBSON, DAVID, STRACK, PHILIPP

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Controlling the Occupation Time of an Exponential Martingale von Ankirchner, Stefan, Blanchet-Scalliet, Christophette, Jeanblanc, Monique

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Optimal trade execution under price-sensitive risk preferences von Ankirchner, Stefan, Kruse, Thomas

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The De Vylder–Goovaerts conjecture holds within the diffusion limit von Ankirchner, Stefan, Blanchet-Scalliet, Christophette, Kazi-Tani, Nabil

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