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
Members of the editorial board
Optimal Liquidation under Stochastic Liquidity arXiv:1603.06498v4 [math.PR] 2 Nov 2017
Backward SDEs with Jumps Comparision Results and Applications
Prof. Dr. Dirk Becherer — Dirk Becherer
Finance and Stochastics | Volume 22, issue 1
Course programme – Stochastic Analysis in Interaction
Dirk Becherer – Professor of Mathematics – Humboldt University Berlin | LinkedIn
Dirk BECHERER | Professor (Full) | Prof., Maths Berlin | Humboldt-Universität zu Berlin, Berlin | HU Berlin | Berlin Mathematical School
Bachelier Colloquium 2020
9th International Colloquium on Backward Stochastic Differential Equations - Sciencesconf.org
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Dirk BECHERER | Professor (Full) | Prof., Maths Berlin | Humboldt-Universität zu Berlin, Berlin | HU Berlin | Berlin Mathematical School
VLP Cameroon | International Mathematical Union (IMU)
Berlin Mathematical School - Todor Bilarev, Mama Foupouagnigni and his son, Dirk Becherer on the beach | Facebook
Approximating diffusion reflections at elastic boundaries
Thomas Bernhardt
Numerical methods for backward stochastic differential equations of quadratic and locally Lipschitz type
Optimal Weak Static Hedging of Equity & Credit Risk Using Derivatives
Uncategorized – Page 3 – AIMS Ghana
Dirk BECHERER | Professor (Full) | Prof., Maths Berlin | Humboldt-Universität zu Berlin, Berlin | HU Berlin | Berlin Mathematical School
Good Deal Hedging and Valuation under Combined Uncertainty about Drift & Volatility
Prof. Dr. Dirk Becherer — Dirk Becherer
Bounded Solutions to Backward SDE's with Jumps for Utility Optimization and Indifference Hedging
