Thomas Goll
Institut für Mathematische Stochastik
Universität Freiburg
Eckerstr. 1
D-79104 Freiburg
Germany
Tel.:(+49) 761/203-5667
email: goll@stochastik.uni-freiburg.de

Research Interests

• Mathematical Finance
• Semimartingale Theory

Publications and Preprints

• jointly with J. Kallsen:  Optimal Portfolios for Logarithmic Utility. Stochastic Processes and their Applications 89 (1) (2000), 31-48.
• jointly with L. Rüschendorf:  Minimax and minimal distance martingale measures and their relationship to portfolio optimization. Finance and Stochastics 5 (4) (2001), 557-581.
• jointly with L. Rüschendorf:  Minimal distance martingale measures and optimal portfolios consistent with observed market prices.Preprint (2000).
• jointly with J. Kallsen:  A Complete Explicit Solution to the Log-Optimal Portfolio Problem. Preprint (2001).
• jointly with J. Kallsen:  A Note on the Log-Optimal Portfolio Problem. Preprint (2001).