List of all refereed publications until 2011        bibtex
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1998
Boetius, F. and Kohlmann, M., Connections between optimal stopping
and singular stochastic control, Stoch. Proc. Appl., 77
(1998), 253 -- 281
 

1999
Kohlmann, M. und Zhou, X.Y.,  Backward Stochastic Differential
Equations and Stochastic Controls: A New Perspective, preprint #
09/99 
 

Kohlmann, M.,  (Reflected) Backward Stochastic Differential
Equations and Contingent claims, preprint # 10/99 
 

Kohlmann, M. und Zhou, X.Y.,  The Informed and Uninformed Agent's
Price of a Contingent claim, preprint # 11/99 
 
 

Kohlmann, M.,  Backward Stochastic Differential Equations and
Contingent claims},  Conf. Proc Hanzhou Conference on Distr.,
Param. Systems and Stochastic Control, June 1998, Kluwer 1999,
222-232
 

Kohlmann, M.,  The relation between optimal stopping and singular
control}, Proc. ICOTA, Perth, (1999), 1042-1071

2000
Kohlmann, M. und Peisl, B.,  A Note on Mean-variance hedging of
Non-Attainable claims,  preprint # 00/06 
 

Leitner, J., Convergence of Arbitrage-Free Discrete Time Markovian
Market Models}, preprint # 00/07 
 

Bender, C., Kohlmann, M., BSDEs with Stochastic Lipschitz
Condition,  preprint # 00/08 
 

Lüders, E. und Peisl, B.,  On the Relationship of Information
Processes and Asset Price Processes, preprint # 00/09 
 

Kohlmann, M.,  Neyman-Pearson hedging and Dynamic Measures of
Risk, preprint # 00/11 
 

Boetius, F., Bounded variation singular stochastic control and
associated Dynkin game,  preprint # 00/12 
 

Kohlmann, M. and Tang,S.,  Optimal control of linear stochastic
systems with singular costs, and the mean-variance hedging problem
with stochastic market conditions, preprint # 00/13 
 

Kohlmann, M. and Tang, S.,  Global adapted solution of
one-dimensional backward stochastic Riccati equations, with
application to the mean-variance hedging, preprint # 00/26 
 

Kohlmann, M. and Tang, S.,  Multi-dimensional backward stochastic
Riccati equations and applications, preprint# 00/29 
 

Kohlmann, M. and Tang, S.,  Recent Advances in Backward Stochastic
Riccati Equations and Their Application, preprint # 00/30 
 

Leitner, J., Utility Maximization and Duality, preprint # 00/34 
 

Leitner, J.,  Mean-variance Efficiency and Intertemporal Price for
Risk, preprint # 00/35 
 

Kohlmann, M. und Zhou, X.Y.,  Backward Stochastic Differential
Equations and Stochastic Controls: A New Perspective}, SICON 38
(2000), 1392-1407
 

2001
Kohlmann, M. and Tang, S., Mathematical Finance, Proceedings of a
workshop on mathematical finance, KN Oct 5-7, 2000 Birkhäuser
Verlag (2001)
 

Leitner, J., Utility Maximization, Duality, Price for Risk,
Semimartingale Representation and CAPM, Ph.D. thesis University of
Konstanz, 2001 
 

Bender, C.,  Rückwärtsstochastische Differentialgleichungen und 
Anwendungen bei der Bewertung von Finanzderivaten,
Diplomarbeit, Universität Konstanz, 2001 
 

Kohlmann,M. and Tang,S., Mean-Variance Hedging under Uncertain
Stock Appreciation Rates, COMCON 2001 
 

Boetius, F., Singular Stochastic Control and its Relations to
Dynkin Game and entry-exit problems,Ph.D. thesis University of
Konstanz, 2001 

2002
Kohlmann,M. and Tang, S., Global Adapted Solutions of one-dimensional
backward stochastic Riccati equations, with applications to the mean-variance
hedging, Stoch. Proc. Appl. 97 (2002), 255-288
 
Kohlmann, M., Mathematics Meets Finance, A Non-Profit Work on a Profitable Matter,
Preprint of a Lecture Note, Universität Konstanz, 2002 , pp400  

Kohlmann,M. and Tang, S., Minimization of Risk, LQ Theory, and Mean-Variance Hedging with a Stochastic
income process,
preprint 02/02 

Bender, C., The Fractional Itô Integral, Change of Measure and
Absence of Arbitrage
preprint 02/03 
 

Bender, C.  and Elliott, Robert J.: Binary Market Models and Discrete Wick Products
preprint 02/04 

Bender, C.  and Elliott, Robert J.: A Note on the Clark-Ocone Theorem for Fractional
Brownian Motions with Hurst Parameter bigger than a Half
preprint 02/05   

Bender, C., Explicit Solutions of a Class of Linear Fractional BSDEs and Applications in Finance,
preprint 02/06  

Bender, C., An Ito Formula for a Fractional Stratonovich Type Integral with
Arbitrary Hurst Parameter and Stratonovich Self-Financing Arbitrage
preprint 02/07

2003

Bender, C., An Itô Formula for Generalized Functionals of a FBM
with Arbitrary Hurst parameter, Stoch. Proc. Appl. 104 (2003), 81-106

Bender, C., Integration with respect to a  Fractional Brownian Motion and Related Market Models in Finance,
Doktorarbeit, Universität Konstanz, 2003,
in final state of preparation

Kohlmann, M., Tang, Shanjian; Multidimensional Backward Stochastic Riccati Equations and Applications, SICON Vol. 41 Number 6 pp. 1696-1721. 2003

2004

Bender, C. and Kohlmann, M. : Optimal superhedging under nonconvex constraints - a BSDE-approach
preprint 04/01 

Kohlmann, M., Stochastik I, II, neue Auflage mit applets   

Kohlmann, M., Stochastics III: Mathematics Meets Finance, new edition  

Bürkel, V.:Linear isoelastic stochastic control problems and backward stochastic differential equations of Riccati type, Dissertation 
   

2005

Niethammer, Ch. R., Relation between L^q-Optimality, Exponential Control,  and Entropy in Risk Management
Diplomarbeit Studiengang  mathematische  Finanzökonomie 2005 

Kohlmann, M., Niethammer, Ch. R.; On Convergence to the Exponential Utility Problem
Stoch. Proc. Appl., Vol. 117, 12 (2007) 1813-1834 

F. Boetius: Bounded Variation Singular Stochastic Control and Dynkin Game, SIAM J. CONTROL OPTIM. Vol. 44, No. 4, pp. 1289–1321