S. Ankirchner, A. Fromm Solving fully coupled FBSDEs by minimizing a directly calculable error functional 2018 [HAL]Externer Link
S. Ankirchner, S. Engelhardt, A. Fromm, G. dos Reis The Skorokhod embedding problem for inhomogeneous diffusions 2018 [arXiv]Externer Link
A. Fromm The method of decoupling fields generalized to higher spatial derivatives 2018 [arXiv]Externer Link
S. Ankirchner, A. Fromm Optimal control of diffusion coefficients via decoupling fields 2017 [HAL]Externer Link
S. Ankirchner, A. Fromm, T. Kruse and A. Popier Optimal position targeting via decoupling fields 2017 [HAL]Externer Link
A. Fromm and P. Imkeller Utility maximization via decoupling fields 2017 [arXiv]Externer Link
A. Fromm, P. Imkeller and D. J. Prömel An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift 2015 [arXiv]Externer Link
A. Fromm, P. Imkeller and J. Zhang Existence and Stability of Measure Solutions for BSDE with Generators of Quadratic Growth 2012 [arXiv]Externer Link
