Maxim Bichuch

Available identifiers

zbMath Open bichuch.maximMaRDI QIDQ457187

List of research outcomes

Publication	Date of Publication	Type
Optimal investment with correlated stochastic volatility factors	2023-09-28	Paper
Decentralized payment clearing using blockchain and optimal bidding	2023-07-10	Paper
Endogenous Inverse Demand Functions	2022-12-01	Paper
Optimal Switching between Locking Down and Opening the Economy Because of an Infection	2021-12-01	Paper
A repo model of fire sales with VWAP and LOB pricing mechanisms	2021-11-05	Paper
Robust XVA	2021-03-23	Paper
SYSTEMIC RISK: THE EFFECT OF MARKET CONFIDENCE	2021-03-16	Paper
The learning premium	2020-02-21	Paper
Optimization of Fire Sales and Borrowing in Systemic Risk	2019-05-14	Paper
Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon	2019-02-01	Paper
Arbitrage‐free XVA	2018-05-25	Paper
INVESTING WITH LIQUID AND ILLIQUID ASSETS	2018-04-13	Paper
Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon	2017-12-11	Paper
Arbitrage-Free Pricing of XVA - Part II: PDE Representation and Numerical Analysis	2015-02-21	Paper
Portfolio optimization under convex incentive schemes	2015-02-06	Paper
Arbitrage-Free Pricing of XVA -- Part I: Framework and Explicit Examples	2015-01-23	Paper
Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment	2014-09-26	Paper
Utility Maximization Trading Two Futures with Transaction Costs	2014-01-23	Paper
Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs	2013-01-25	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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