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Dr. Alexander Fromm






Institut für Mathematik
Friedrich-Schiller-Universität Jena           
Ernst-Abbe-Platz 2
07743 Jena 
Ernst-Abbe-Platz 2          
Raum 3523A
5. OG
E-Mail: mail
Tel.: ++ 49 (0) 36 41/ 9-46 187
Fax: ++ 49 (0) 36 41/ 9-46 252           

Research Articles

  • A. Fromm: Evaluation of equity-based debt obligations. 2019. arXiv
  • S. Ankirchner, A. Fromm: Solving fully coupled FBSDEs by minimizing a directly calculable error functional. 2018. HAL
  • S. Ankirchner, S. Engelhardt, A. Fromm, G. dos Reis: The Skorokhod embedding problem for inhomogeneous diffusions. 2018. arXiv
  • A. Fromm: The method of decoupling fields generalized to higher spatial derivatives. 2018. arXiv
  • S. Ankirchner and A. Fromm: Optimal control of diffusion coefficients via decoupling fields. 2017. HAL
  • S. Ankirchner, A. Fromm, T. Kruse and A. Popier: Optimal position targeting via decoupling fields. 2017. HAL
  • A. Fromm and P. Imkeller: Utility maximization via decoupling fields. 2017. arXiv
  • 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
  • A. Fromm: Theory and applications of decoupling fields for forward-backward stochastic differential equations, Ph.D. thesis. 2015.
  • A. Fromm, P. Imkeller and J. Zhang: Existence and Stability of Measure Solutions for BSDE with Generators of Quadratic Growth. 2012. arXiv