Good Deal Hedging and Valuation under Combined Uncertainty about Drift & Volatility
Members of the editorial board
Utilityâ•fiindifference hedging and valuation via reactionâ•fidiffusion systems
Numerical methods for backward stochastic differential equations of quadratic and locally Lipschitz type
Dirk BECHERER | Professor (Full) | Prof., Maths Berlin | Humboldt-Universität zu Berlin, Berlin | HU Berlin | Berlin Mathematical School
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 ...
9th International Colloquium on Backward Stochastic Differential Equations - Sciencesconf.org
Bounded Solutions to Backward SDE's with Jumps for Utility Optimization and Indifference Hedging
Prof. Dr. Dirk Becherer — Dirk Becherer
News
Approximating diffusion reflections at elastic boundaries
Optimal Weak Static Hedging of Equity & Credit Risk Using Derivatives
Rational Hedging and Valuation of Integrated Risks under Constant Absolute Risk Aversion DiRk BecheReR Imperial College London L
BMS at AIMS in Cameroon
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
Course programme – Stochastic Analysis in Interaction
2 "Dirk Becherer" profiles | LinkedIn
Online workshop: Mean Field Games and related fields – AIMS South Africa
Optimal Liquidation under Stochastic Liquidity arXiv:1603.06498v4 [math.PR] 2 Nov 2017
Finance and Stochastics | Volume 22, issue 1
Uncategorized – Page 3 – AIMS Ghana
