Narrow search
Showing 1 - 8 of 8
Cover Image
Backward stochastic differential equations and stochastic controls : a new perspective
Kohlmann, Michael; Zhou, Xun Yu - 1999
Persistent link: https://www.econbiz.de/10001381857
Cover Image
Neyman-Pearson hedging and dynamic measures of risk
Kohlmann, Michael - 2000
Persistent link: https://www.econbiz.de/10001475180
Cover Image
Bounded variation singular stochastic control and associated Dynkin game
Boetius, Frederik - 2000
Persistent link: https://www.econbiz.de/10001475185
Cover Image
(Reflected) backward stochastic differential equations and contingent claims
Kohlmann, Michael - 1999
Persistent link: https://www.econbiz.de/10001387121
Cover Image
Recent advances in backward stochastic Riccati equations and their applications
Kohlmann, Michael; Tang, Shanjian - 2000
Persistent link: https://www.econbiz.de/10014378819
Cover Image
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
Cover Image
Multi-dimensional backward stochastic Riccati equations, and applications
Kohlmann, Michael - 2000
Persistent link: https://www.econbiz.de/10014378822