Dirk Becherer

Identifiers

• name variant Dirk Becherer 0.60 · backfill

Papers (9)

1. Approximating diffusion reflections at elastic boundaries math.PR · 2017 · author #1
2. Good Deal Hedging and Valuation under Combined Uncertainty about Drift and Volatility q-fin.MF · 2017 · author #1
3. Stability for gains from large investors' strategies in M1/J1 topologies q-fin.MF · 2017 · author #1
4. Hedging under generalized good-deal bounds and model uncertainty q-fin.MF · 2016 · author #1
5. Optimal Liquidation under Stochastic Liquidity math.PR · 2016 · author #1
6. Optimal Asset Liquidation with Multiplicative Transient Price Impact math.OC · 2015 · author #1
7. Multilevel approximation of backward stochastic differential equations math.PR · 2014 · author #1
8. Bounded solutions to backward SDE's with jumps for utility optimization and indifference hedging math.PR · 2007 · author #1
9. Classical solutions to reaction-diffusion systems for hedging problems with interacting Ito and point processes math.PR · 2005 · author #1

Mentions

• 1412.3140 #1 · arxiv_oai · confidence 0.70 Dirk Becherer
• 1501.01892 #1 · backfill · confidence 0.70 Dirk Becherer
• 1412.3140 #1 · backfill · confidence 0.70 Dirk Becherer

Frequent Coauthors

• Peter Frentrup 4 shared papers
• Todor Bilarev 4 shared papers
• Klebert Kentia 2 shared papers
• Martin Schweizer 1 shared papers
• Plamen Turkedjiev 1 shared papers