papers
Publications (7)
math.PR2015
An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift
Alexander Fromm, Peter Imkeller, David J. Prömel
math.PR2013
Existence, Uniqueness and Regularity of Decoupling Fields to Multidimensional Fully Coupled FBSDEs
Alexander Fromm, Peter Imkeller
math.PR2019
The Skorokhod embedding problem for inhomogeneous diffusions
Stefan Ankirchner, Stefan Engelhardt, Alexander Fromm +1
math.PR2018
The method of decoupling fields generalized to higher spatial derivatives
Alexander Fromm
math.PR2013
Existence and stability of measure solutions for BSDE with generators of quadratic growth
Alexander Fromm, Peter Imkeller, Jianing Zhang
q-fin.PR2019
Evaluation of equity-based debt obligations
Alexander Fromm
math.PR2017
Utility maximization via decoupling fields
Alexander Fromm, Peter Imkeller