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- 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.