Dr. Alexander Fromm

Alexander Fromm
Professur für Stochastik mit Anwendungen in den Naturwissenschaften
Alexander Fromm
Raum 3523A
Ernst-Abbe-Platz 1-2
07743 Jena

Forschung

Publikationen

 

  • 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

 

Abschlussarbeiten

Lehre

WS 2022/23

  • Mathematik (Pharmazie)