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[ ] Approximating diffusion reflections at elastic boundaries
arxiv.org
Authors:Dirk Becherer, Todor Bilarev, Peter Frentrup. (Submitted on 17 Oct (v1), last revised 13 Jun (this version, v2)). Abstract: We show a ...
Hedging with Transient Price Impact for Non-Covered and ...Social Science Research Network
papers.ssrn.com
von D Becherer · · Zitiert von: 2 — Dirk Becherer · Todor Bilarev · Do you have a job opening that you would like to promote on SSRN? · Paper statistics · Related eJournals · Cookie ...
Conference on Current Topics in Mathematical Finance | Viennamafin2013.wu.ac.at
mafin2013.wu.ac.at
Invited speakers: Michal Barski, Universität Leipzig Dirk Becherer, HU Berlin Tomas Björk, Stockholm School of Economics Rama Cont, Imperial College London
DYNAMIC CDO TERM STRUCTURE MODELING - Filipović onlinelibrary.wiley.com › doi › abs
onlinelibrary.wiley.com
· Thanks to Dirk Becherer, René Carmona, Rama Cont, Kay Giesecke, Jean Jacod, Gennady Samorodnitsky, and Philipp Schönbucher for helpful ...
BFS Abstracts: Becherer_Dirk-77
www.bacheliercongress.com
Dirk Becherer. We study a rational valuation and hedging principle for contingent claims which integrate tradable and untradable sources of risk. The principle is ...
On the monotone stability approach to BSDEs with jumps - arXivarxiv.org › math
arxiv.org
Submission history. From: Dirk Becherer [view email] [v1] Fri, 22 Jul :09:05 UTC (45 KB) [v2] Mon, 21 May :16:04 UTC (45 KB)
@misc{BechererWard2009, author = {Dirk Becherer and Ian Ward ...
opus4.kobv.de
@misc{BechererWard2009, author = {Dirk Becherer and Ian Ward}, title = {Optimal Weak Static Hedging of Equidty and Credit Risk Using Derivatives}, institution ...
On Watanabe's characterisation and change of intensity à ...arXiv
arxiv.org
von D Becherer · — Title:On Watanabe's characterisation and change of intensity à la Girsanov for Cox processes. Authors:Dirk Becherer, Thomas Bernhardt, Pavel ...
Good Deal Hedging and Valuation Under Combined Uncertainty About...
papers.ssrn.com
We derive robust good-deal hedges and valuations under combined model ambiguity about the drift and volatility of asset prices for incomplete markets. Good-deal
DMV-Jahrestagung in Hamburg
www.math.uni-hamburg.de
Abstracts. Diffuse Interface Models for Two-Phase Flows with Surfactants Helmut Abels University of Regensburg, ... Dirk Becherer Humboldt-Universität zu Berlin ...
[ ] Optimal Liquidation under Stochastic Liquidity
arxiv.org
Authors:Dirk Becherer, Todor Bilarev, Peter Frentrup. (Submitted on 21 Mar (v1), last revised 2 Nov (this version, v4)). Abstract: We solve explicitly a ...
15th Winter school on Mathematical Finance, abstractsUniversiteit van Amsterdam
staff.fnwi.uva.nl
Minicourses. Dirk Becherer: Model uncertainty and market impact. Model uncertainty (ambiguity) and market impact are relevant for many applications of ...
[ v1] On the monotone stability approach to BSDEs with...
arxiv.org
Title:On the monotone stability approach to BSDEs with jumps: Extensions, concrete criteria and examples. Authors:Dirk Becherer, Martin Büttner, Klebert Kentia.
[math ] Classical solutions to reaction-diffusion systems for...
arxiv.org
Submission history From: Dirk Becherer [view email] [v1] Wed, 11 May :46:51 GMT (121kb,S)
15th Winter school on Mathematical Finance, abstractsstaff.fnwi.uva.nl › p.j.c.spreij › winterschool
staff.fnwi.uva.nl
Dirk Becherer: Model uncertainty and market impact. Model uncertainty (ambiguity) and market impact are relevant for many applications of mathematical ...
Mathematics authors/titles May 2005
arxiv.org
Comments: 17 pp, additional section discussing Morita equivalence with ... Dirk Becherer, Martin Schweizer
Humboldt-Universität zu Berlin - NanoPDF
nanopdf.com
Dr. Dirk Becherer. Klébert Kentia Tonleu, Peter Frentrup. Blatt 12. Sommersemester Version vom 2. Juli ¨Ubungen zur Stochastik 1. › download › blatt-12_pdf
Stochastik 1 Aufgabenblatt 4 - Humboldt-Universit ̈at zu ...Studocu
www.studocu.com
Dirk Becherer ... Stochastik 1 Aufgabenblatt. Text Vorschau. Humboldt-Universit ̈at zu Berlin Bereich Stochastik und Finanzmathematik Prof. Dr. Dirk Becherer Todor ...
Stochastik übersicht pdfGamma App
gamma.app
Stochastik i dirk becherer ( vorlesung für studierende der studiengänge mathematik bachelor mono und master statistik) 1 this version: 12. Stochastik f ur ...
[PDF] Humboldt-Universität zu Berlin Bereich Stochastik und - Free...
nanopdf.com
Download Humboldt-Universität zu Berlin Bereich Stochastik und...
[PDF] Humboldt-Universität zu Berlin - Nanopdfnanopdf.com › blatt-10-humboldt-universitt-zu-berlin-4_pdf
nanopdf.com
Dr. Dirk Becherer. Peter Frentrup. Blatt 10. Wintersemester Version vom 22. Januar ¨Ubungen zur Analysis III. Aufgabe 1 (4 Punkte).
[PDF] Teilnehmer - Merkblätterbaselines.de › Feuerwehr › techdown › merkblatt
baselines.de
von: Dirk Becherer. Seite 1 von 13. Stand: :27. REANIMATION. Der Unterschied zwischen Leben und Tod ! Worauf kommt es an, daß eine Reanimation ...
Teilnehmer - Merkblätter
silo.tips
von: Dirk Becherer. Seite 1 von 13. Stand: :10. REANIMATION. Der Unterschied zwischen Leben und Tod ! Worauf kommt es an, daß eine Reanimation ... › download › reanimation-teilne...
Humboldt University Berlin, Inst. of Mathematics, Section Stochastics ...
www.math.hu-berlin.de
Dirk Becherer, becherer<<AT>> math.hu-berlin.de ...
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