Gregor Heyne, Dr.

Short CV:

  • October 2007: Diplom in Mathematics (Humboldt University)
  • November 2007 - present: PhD Student (Humboldt University and Quantitative Products Laboratory)

Major Research Interests:

  • Backward Stochastic Differential Equations
  • Cross Hedging in Incomplete Market
  • Derivative Valuation in Incomplete Markets


  • Ankirchner, Stefan; Heyne, Gregor; Imkeller, Peter. A BSDE approach to the Skorokhod embedding problem for the Brownian motion with drift. Stoch. Dyn. 8, No. 1, 35-46 (2008).
  • Ankirchner, Stefan; Heyne, Gregor. Cross hedging with stochastic correlation, (Working Paper).

Organized Workshops & Conferences: 

  • Workshop on Mathematical Finance for Young Researchers; Oktober 6/7, 2008.