- A. Fromm
Evaluation of equity-based debt obligations
2019 [arXiv]Externer Link - 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