Michael Mania

Identifiers

• name variant Michael Mania 0.60 · backfill

Papers (6)

1. On Change of Variable Formulas for non-anticipative functionals math.PR · 2019 · author #1
2. Connections between a system of Forward-Backward SDEs and Backward Stochastic PDEs related to the utility maximization problem math.PR · 2018 · author #1
3. On regularity of primal and dual dynamic value functions related to investment problem q-fin.MF · 2016 · author #1
4. Mean-variance hedging via stochastic control and BSDEs for general semimartingales math.PR · 2012 · author #2
5. New proofs of some results on BMO martingales using BSDEs math.PR · 2012 · author #2
6. Dynamic exponential utility indifference valuation math.PR · 2005 · author #1

Mentions

• 1211.6820 #2 · backfill · confidence 0.70 Michael Mania
• 1205.1249 #2 · backfill · confidence 0.70 Michael Mania

Frequent Coauthors

• Revaz Tevzadze 3 shared papers
• Martin Schweizer 2 shared papers
• Besik Chikvinidze 1 shared papers
• Marina Santacroce 1 shared papers
• Monique Jeanblanc 1 shared papers