Markus Mocha

Identifiers

• name variant Markus Mocha 0.60 · backfill

Papers (3)

1. The Stability of the Constrained Utility Maximization Problem - A BSDE Approach math.OC · 2011 · author #1
2. BSDEs in Utility Maximization with BMO Market Price of Risk math.PR · 2011 · author #2
3. Quadratic Semimartingale BSDEs under an Exponential Moments Condition math.PR · 2011 · author #1

Mentions

• 1107.0190 #1 · backfill · confidence 0.70 Markus Mocha
• 1107.0183 #2 · backfill · confidence 0.70 Markus Mocha
• 1101.2582 #1 · backfill · confidence 0.70 Markus Mocha

Frequent Coauthors

• Nicholas Westray 3 shared papers
• Christoph Frei 1 shared papers