Alexander Fromm

Available identifiers

zbMath Open fromm.alexanderMaRDI QIDQ907966

List of research outcomes

Publication	Date of Publication	Type
A transformation method to study the solvability of fully coupled FBSDEs	2022-07-08	Paper
Utility maximization via decoupling fields	2021-11-04	Paper
The Skorokhod embedding problem for inhomogeneous diffusions	2021-02-15	Paper
Optimal position targeting via decoupling fields	2020-08-17	Paper
Optimal Control of Diffusion Coefficients via Decoupling Fields	2018-08-16	Paper
The method of decoupling fields generalized to higher spatial derivatives	2018-04-29	Paper
An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift	2016-02-02	Paper
Existence, Uniqueness and Regularity of Decoupling Fields to Multidimensional Fully Coupled FBSDEs	2013-10-01	Paper
Existence and stability of measure solutions for BSDE with generators of quadratic growth	2013-06-12	Paper

Research outcomes over time

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