The following pages link to Michael Kohlmann (Q587421):
Displayed 50 items.
- Numerical aspects of monotone approximations in convex stochastic control problems (Q1896450) (← links)
- Stochastic integration of processes with finite generalized variations. I (Q1897154) (← links)
- Discrete-time coupled Riccati equations for systems with Markov switching parameters (Q1900417) (← links)
- On \(L^ p\) stochastic representations (Q1903164) (← links)
- Control of jump-like processes in constrained problems (Q1914341) (← links)
- Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments (Q2365752) (← links)
- On convergence to the exponential utility problem (Q2464849) (← links)
- (Q2712227) (← links)
- (Q2741109) (← links)
- MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET (Q2786037) (← links)
- A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (Q2844032) (← links)
- Modeling the Forward CDS Spreads with Jumps (Q2893285) (← links)
- (Q3034617) (← links)
- Optimal Exponential Utility in a Jump Bond Market (Q3081440) (← links)
- (Q3094158) (← links)
- THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS (Q3094329) (← links)
- (Q3312133) (← links)
- OPTIMAL SUPERHEDGING UNDER NON-CONVEX CONSTRAINTS — A BSDE APPROACH (Q3520538) (← links)
- The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728) (← links)
- Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
- The Mean-Variance Hedging of a Defaultable Option with Partial Information (Q3592751) (← links)
- The Dynamic<i>q</i>-Valuation of a Contingent Claim in a Continuous Market Model (Q3611811) (← links)
- The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps (Q3633143) (← links)
- (Q3752279) (← links)
- Integration by parts and densities for jump processes (Q3833361) (← links)
- The variational principle and stochastic optimal control (Q3873075) (← links)
- Representation results for jump processes with application to optimal stopping (Q3884896) (← links)
- (Q3895379) (← links)
- (Q3950431) (← links)
- (Q3963794) (← links)
- (Q3963798) (← links)
- (Q4171953) (← links)
- (Q4198592) (← links)
- Multidimensional Backward Stochastic Riccati Equations and Applications (Q4442957) (← links)
- Minimization of Risk and Linear Quadratic Optimal Control Theory (Q4443032) (← links)
- (Q4727128) (← links)
- The Partially Observed Stochastic Minimum Principle (Q4731120) (← links)
- (Q4731735) (← links)
- (Q4745061) (← links)
- The second order minimum principle and adjoint process (Q4840912) (← links)
- The Mean-Variance Hedging in a Bond Market with Jumps (Q4932832) (← links)
- The<i>S</i>-Related Dynamic Convex Valuation in the Brownian Motion Setting (Q5305274) (← links)
- An<i>S</i>-Related DCV Generated by a Convex Function in a Jump Market (Q5305276) (← links)
- Defaultable Bond Markets with Jumps (Q5388160) (← links)
- Change of filtrations and mean–variance hedging (Q5433511) (← links)
- (Q5441996) (← links)
- A proof of the minimum principle using flows (Q5753101) (← links)
- Stochastic linear quadratic optimal control problems (Q5929886) (← links)
- Functional non-central and central limit theorems for bivariate Appell polynomials (Q5939308) (← links)
- The functional law of the iterated logarithm for the empirical process based on sample means (Q5939316) (← links)