Browsing All of EconStor by Author Kohlmann, Michael
Showing results 1 to 10 of 10
Year of Publication | Title | Author(s) |
1999 | (Reflected) Backward Stochastic Differential Equations and Contingent Claims | Kohlmann, Michael |
1999 | The Informed and Uninformed Agent's Price of a Contingent Claim | Kohlmann, Michael; Zhou, Xun Yu |
1999 | Backward Stochastic Differential Equations and Stochastic Controls: A New Perspective | Kohlmann, Michael; Zhou, Xun Yu |
2000 | Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean-Variance Hedging | Kohlmann, Michael; Tang, Shanjian |
2000 | Multi-Dimensional Backward Stochastic Riccati Equations, and Applications | Kohlmann, Michael; Tang, Shanjian |
2000 | Optimal Control of Linear Stochastic Systems with Singular Costs, and the Mean-Variance Hedging Problem with Stochastic Market Conditions | Kohlmann, Michael; Shanjian, Tang |
2000 | Recent Advances in Backward Stochastics Riccati Equations and Their Applications | Kohlmann, Michael; Tang, Shanjian |
2000 | BSDES With Stochastic Lipschitz Condition | Bender, Christian; Kohlmann, Michael |
2000 | A Note on Mean-Variance Hedging of Non-Attainable Claims | Kohlmann, Michael; Peisl, Bernhard |
2000 | Neyman-Pearson Hedging and Dynamic Measures of Risk | Kohlmann, Michael |