The following pages link to Dirk Becherer (Q218412):
Displaying 18 items.
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- A monetary value for initial information in portfolio optimization (Q1424701) (← links)
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- Approximating diffusion reflections at elastic boundaries (Q1663750) (← links)
- Optimal liquidation under stochastic liquidity (Q1691443) (← links)
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
- Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
- Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
- Utility–indifference hedging and valuation via reaction–diffusion systems (Q3043425) (← links)
- Optimal Allocation of a Futures Portfolio Utilizing Numerical Market Phase Detection (Q3055871) (← links)
- Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives (Q3565097) (← links)
- (Q3656683) (← links)
- On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)
- The numeraire portfolio for unbounded semimartingale (Q5950463) (← links)
- Hedging with physical or cash settlement under transient multiplicative price impact (Q6130331) (← links)
- Common Noise by Random Measures: Mean-Field Equilibria for Competitive Investment and Hedging (Q6739073) (← links)
