papers
Publications (4)
math.OC2015
Portfolio Optimization under Nonlinear Utility
Gregor Heyne, Michael Kupper, Ludovic Tangpi
math.PR2016
Minimal Supersolutions of Convex BSDEs under Constraints
Gregor Heyne, Michael Kupper, Christoph Mainberger +1
math.PR2013
Minimal supersolutions of convex BSDEs
Samuel Drapeau, Gregor Heyne, Michael Kupper
math.PR2011
Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators
Gregor Heyne, Michael Kupper, Christoph Mainberger