Alexander Fromm
Identifiers
- name variant Alexander Fromm 0.60 · backfill
Papers (7)
- Evaluation of equity-based debt obligations q-fin.PR · 2019 · author #1
- The Skorokhod embedding problem for inhomogeneous diffusions math.PR · 2018 · author #3
- The method of decoupling fields generalized to higher spatial derivatives math.PR · 2018 · author #1
- Utility maximization via decoupling fields math.PR · 2017 · author #1
- An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift math.PR · 2014 · author #1
- Existence and stability of measure solutions for BSDE with generators of quadratic growth math.PR · 2013 · author #1
- Existence, Uniqueness and Regularity of Decoupling Fields to Multidimensional Fully Coupled FBSDEs math.PR · 2013 · author #1
Mentions
Frequent Coauthors
- Peter Imkeller 4 shared papers
- David J. Pr\"omel 1 shared papers
- Goncalo dos Reis 1 shared papers
- Jianing Zhang 1 shared papers
- Stefan Ankirchner 1 shared papers
- Stefan Engelhardt 1 shared papers