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Bounded Solutions to Backward SDE's with Jumps for Utility Optimization and Indifference Hedging
Prof. Dr. Dirk Becherer — Dirk Becherer
Prof. Dr. Dirk Becherer — Dirk Becherer
Approximating diffusion reflections at elastic boundaries
Utilityâ•fiindifference hedging and valuation via reactionâ•fidiffusion systems
Berlin Mathematical School - BMS at AIMS in Ghana 🇬🇭️ Prof. Dirk Becherer and BMS Phase I student Martha Nansubuga visited the African Institute for Mathematical Sciences in Ghana. https://www.math-berlin.de/media-press/news/bms-at-aims-in-ghana ...
Details: Dirk Becherer
Good Deal Hedging and Valuation under Combined Uncertainty about Drift & Volatility
BMS at AIMS in Cameroon
9th International Colloquium on Backward Stochastic Differential Equations - Sciencesconf.org
Berlin Mathematical School - Todor Bilarev, Mama Foupouagnigni and his son, Dirk Becherer on the beach | Facebook
CLASSICAL SOLUTIONS TO REACTION–DIFFUSION SYSTEMS FOR HEDGING PROBLEMS WITH INTERACTING ITÔ AND POINT PROCESSES1 Imperial Col
Dirk BECHERER | Professor (Full) | Prof., Maths Berlin | Humboldt-Universität zu Berlin, Berlin | HU Berlin | Berlin Mathematical School
Dirk BECHERER | Professor (Full) | Prof., Maths Berlin | Humboldt-Universität zu Berlin, Berlin | HU Berlin | Berlin Mathematical School
Dirk Becherer – Professor of Mathematics – Humboldt University Berlin | LinkedIn
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Online workshop: Mean Field Games and related fields – AIMS South Africa
Optimal Liquidation under Stochastic Liquidity arXiv:1603.06498v4 [math.PR] 2 Nov 2017
Numerical methods for backward stochastic differential equations of quadratic and locally Lipschitz type
Bachelier Colloquium 2020
Members of the editorial board
Thomas Bernhardt
Rational Hedging and Valuation of Integrated Risks under Constant Absolute Risk Aversion DiRk BecheReR Imperial College London L
