Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging D Becherer
228 2006 The numeraire portfolio for unbounded semimartingales D Becherer
Finance and Stochastics 5 (3), 327-341, 2001
190 2001 Rational hedging and valuation of integrated risks under constant absolute risk aversion D Becherer
Insurance: Mathematics and economics 33 (1), 1-28, 2003
145 2003 A monetary value for initial information in portfolio optimization J Amendinger, D Becherer, M Schweizer
Finance and Stochastics 7 (1), 29-46, 2003
132 2003 Classical solutions to reaction–diffusion systems for hedging problems with interacting Itô and point processes D Becherer, M Schweizer
102 2005 Rational hedging and valuation with utility-based preferences D Becherer
76 2001 Utility–indifference hedging and valuation via reaction–diffusion systems D Becherer
Proceedings of the Royal Society of London. Series A: Mathematical, Physical …, 2004
66 2004 Optimal liquidation under stochastic liquidity D Becherer, T Bilarev, P Frentrup
Finance and Stochastics 22, 39-68, 2018
46 2018 From bounds on optimal growth towards a theory of good-deal hedging D Becherer
Advanced Financial Modelling 8, 27-51, 2009
26 2009 Stability for gains from large investors’ strategies in / topologies D Becherer, T Bilarev, P Frentrup
23 2019 Optimal asset liquidation with multiplicative transient price impact D Becherer, T Bilarev, P Frentrup
Applied Mathematics & Optimization 78 (3), 643-676, 2018
23 2018 Utility indifference valuation D Becherer
Encyclopedia of Quantitative Finance, 1854-1869, 2010
14 2010 Optimal allocation of a futures portfolio utilizing numerical market phase detection L Putzig, D Becherer, I Horenko
SIAM Journal on Financial Mathematics 1 (1), 752-779, 2010
13 2010 Arrow Debreu Prices D Becherer, MHA Davis
12 2010 Good deal hedging and valuation under combined uncertainty about drift and volatility D Becherer, K Kentia
Probability, Uncertainty and Quantitative Risk 2, 1-40, 2017
10 2017 On the monotone stability approach to BSDEs with jumps: Extensions, concrete criteria and examples D Becherer, M Büttner, K Kentia
International Symposium on BSDEs, 1-41, 2017
10 2017 Quantifying the value of initial investment information J Amendinger, D Becherer, M Schweizer
SFB 373 Discussion Paper, 2000
7 2000 Multiplicative limit order markets with transient impact and zero spread D Becherer, T Bilarev, P Frentrup
Preprint, 2015
6 2015 Hedging under generalized good-deal bounds and model uncertainty D Becherer, K Kentia
Mathematical Methods of Operations Research 86, 171-214, 2017
5 2017 Approximating diffusion reflections at elastic boundaries D Becherer, T Bilarev, P Frentrup
4 2018