Multidimensional backward stochastic riccati equations and applications von KOHLMANN, Michael, SHANJIAN TANG

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Stochastic Differential Systems: Proceedings of the 3rd Bad Honnef Conference June 3–7, 1985 von Christopeit, Norbert, Helmes, Kurt, Kohlmann, Michael

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Stochastic Differential Systems: Proceedings of the 2nd Bad Honnef Conference of the SFB 72 of the DFG at the University of Bonn June 28 – July 2, 1982 von Kohlmann, M, Christopeit, N

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Stochastic Control Theory and Stochastic Differential Systems: Proceedings of a Workshop of the „Sonderforschungsbereich 72 der Deutschen Forschungsgemeinschaft an der Universität... von Kohlmann, M, Vogel, W

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Stochastic Differential Systems: Proceedings of the 4th Bad Honnef Conference, June, 20–24, 1988 von Christopeit, Norbert, Helmes, Kurt, Kohlmann, Michael

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Connections between optimal stopping and singular stochastic control von Boetius, Frederik, Kohlmann, Michael

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Mathematical Finance: Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5-7 2000 von Kohlmann, Michael, Shanjian, Tang

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Mathematical Finance: Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5-7, 2000 von Kohlmann, Michael, Shanjian, Tang

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Mean Variance Hedging in a General Jump Model von Kohlmann, Michael, Xiong, Dewen, Ye, Zhongxing

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Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach von Kohlmann, Michael, Zhou, Xun Yu

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METHOD OF CURING UV-CURABLE INKJET INK IN A PRINTING MACHINE von Schlörholz, Matthias, Kohlmann, Michael

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THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS von XIONG, DEWEN, KOHLMANN, MICHAEL

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Method of curing coatings in a printing machine using differently actuated gas discharge lamps, printing machine and method of using a gas-discharge lamp von Schloerholz, Matthias, Kohlmann, Michael

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Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean–variance hedging von Kohlmann, Michael, Tang, Shanjian

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Minimization of Risk and Linear Quadratic Optimal Control Theory von Kohlmann, Michael, Tang, Shanjian

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MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET von XIONG, DEWEN, KOHLMANN, MICHAEL

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Minimization of risk and linear quadratic optimal control theory von KOHLMANN, Michael, SHANJIAN TANG

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METHOD OF CURING COATINGS IN A PRINTING MACHINE USING DIFFERENTLY ACTUATED GAS DISCHARGE LAMPS, PRINTING MACHINE AND METHOD OF USING A GAS-DISCHARGE LAMP von Schloerholz, Matthias, Kohlmann, Michael

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OPTIMAL SUPERHEDGING UNDER NON-CONVEX CONSTRAINTS — A BSDE APPROACH von BENDER, CHRISTIAN, KOHLMANN, MICHAEL

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On convergence to the exponential utility problem von Kohlmann, Michael, Niethammer, Christina R.

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