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Neyman Pearson hedging and dynamic measures of risk
Kohlmann, Michael
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2000
Persistent link: https://www.econbiz.de/10004593563
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2
(Reflected) backward stoachstic : differential equations and contingent claims
Kohlmann, Michael
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1999
Persistent link: https://www.econbiz.de/10004053148
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3
Mathematical finance : Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5 - 7, 2000
Kohlmann, Michael
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contributor
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2001
Persistent link: https://www.econbiz.de/10004767063
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4
Multi-dimensional backward stochastic Riccati equations, and applications
Kohlmann, Michael
;
Tang, Shanjian
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2000
Persistent link: https://www.econbiz.de/10004667350
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5
Stochastic control theory and stochastic differential systems : proceedings of a workshop of the "Sonderforschungsbereich 72 der Deutschen Forschungsgemeinschaft an der Universität Bonn", which took place in January 1979 at Bad Honnef
Kohlmann, Michael
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contributor
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1979
Persistent link: https://www.econbiz.de/10004705784
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6
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/10004593565
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7
A note of mean variance hedging of non-attainable claims
Kohlmann, Michael
;
Peisl, Bernhard
-
2000
Persistent link: https://www.econbiz.de/10004593802
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8
BSDES with stochastic Lipschitz condition
Bender, Christian
;
Kohlmann, Michael
-
2000
Persistent link: https://www.econbiz.de/10004593849
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9
Backward stochastic differential equations and stoachstic controls : a new perspective
Kohlmann, Michael
;
Zhou, Xun Yu
-
1999
Persistent link: https://www.econbiz.de/10004057406
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10
Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean variance hedging
Kohlmann, Michael
;
Tang, Shanjian
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2000
Persistent link: https://www.econbiz.de/10004675771
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