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~isPartOf:"CARF working paper"
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~subject:"Optionspreistheorie"
~subject:"Systems analysis"
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CARF working paper
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Optimal control of linear stochastic systems with singular costs, and the mean-variance hedging problem with stochastic market conditions
Kohlmann, Michael
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2000
Persistent link: https://www.econbiz.de/10001475182
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(Reflected) backward stochastic differential equations and contingent claims
Kohlmann, Michael
-
1999
Persistent link: https://www.econbiz.de/10001387121
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3
Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
-
2021
Persistent link: https://www.econbiz.de/10012616241
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4
Recent advances in backward stochastic Riccati equations and their applications
Kohlmann, Michael
;
Tang, Shanjian
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2000
Persistent link: https://www.econbiz.de/10014378819
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5
Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging
Kohlmann, Michael
-
2000
Persistent link: https://www.econbiz.de/10014378821
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