Dirk Becherer

Available identifiers

zbMath Open becherer.dirkMaRDI QIDQ218412

List of research outcomes

Publication	Date of Publication	Type
Hedging with physical or cash settlement under transient multiplicative price impact	2024-04-02	Paper
Mean-field games of speedy information access with observation costs	2023-09-14	Paper
On Watanabe's characterisation and change of intensity \`{a} la Girsanov for Cox processes	2023-08-09	Paper
On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples	2022-09-30	Paper
Good deal hedging and valuation under combined uncertainty about drift and volatility	2020-02-17	Paper
Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies	2019-04-30	Paper
Optimal asset liquidation with multiplicative transient price impact	2018-12-10	Paper
Approximating diffusion reflections at elastic boundaries	2018-08-23	Paper
Optimal liquidation under stochastic liquidity	2018-01-16	Paper
Hedging under generalized good-deal bounds and model uncertainty	2017-10-10	Paper
Multilevel approximation of backward stochastic differential equations	2014-12-09	Paper
Optimal Allocation of a Futures Portfolio Utilizing Numerical Market Phase Detection	2010-11-10	Paper
Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives	2010-05-27	Paper
https://portal.mardi4nfdi.de/entity/Q3656683	2010-01-13	Paper
Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging	2007-08-06	Paper
Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes	2005-07-13	Paper
Utility–indifference hedging and valuation via reaction–diffusion systems	2004-08-06	Paper
A monetary value for initial information in portfolio optimization	2004-03-16	Paper
Rational hedging and valuation of integrated risks under constant absolute risk aversion.	2003-11-16	Paper
The numeraire portfolio for unbounded semimartingale	2001-12-12	Paper

Research outcomes over time

This page was built for person: Dirk Becherer