//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Bichuch, Maxim"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
6
Theory
6
Portfolio selection
4
Portfolio-Management
4
Option pricing theory
3
Optionspreistheorie
3
Systemic risk
3
Systemrisiko
3
Transaction costs
3
Asymptotic analysis
2
Convex duality
2
Delegated portfolio management
2
Electric power industry
2
Elektrizitätswirtschaft
2
Finance
2
Financial crisis
2
Financial market
2
Finanzkrise
2
Finanzmarkt
2
Incentive scheme
2
Mathematical programming
2
Mathematische Optimierung
2
Optimal control
2
Option pricing
2
Portfolio optimization
2
Stochastic process
2
Stochastischer Prozess
2
Transaktionskosten
2
Utility maximization
2
Aktienrückkauf
1
Ansteckungseffekt
1
Arbitrage Pricing
1
Arbitrage pricing
1
Asset pricing
1
Blockchain
1
Börsenkurs
1
CAPM
1
Capacity payment
1
Capacity planning
1
Clearing
1
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
Book / Working Paper
30
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
13
Undetermined
2
Author
All
Bichuch, Maxim
15
Sturm, Stephan
4
Feinstein, Zachary
3
Capponi, Agostino
2
Guasoni, Paolo
2
Hobbs, Benjamin Field
2
Song, Xinyue
2
Amini, Hamed
1
Chen, Ke
1
Fouque, Jean-Pierre
1
Wang, Yijiao
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
European journal of operational research : EJOR
2
Finance and Stochastics
2
Finance and stochastics
2
Energy economics
1
International journal of theoretical and applied finance
1
Mathematical Finance
1
Mathematics and financial economics
1
Operations research
1
The journal of energy markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
RePEc
2
Other ZBW resources
1
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identifying optimal capacity expansion and differentiated capacity payments under risk aversion and market power : a financial Stackelberg game approach
Bichuch, Maxim
;
Hobbs, Benjamin Field
;
Song, Xinyue
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014283196
Saved in:
2
Optimal investment with correlated stochastic volatility factors
Bichuch, Maxim
;
Fouque, Jean-Pierre
- In:
Mathematical finance : an international journal of …
33
(
2023
)
2
,
pp. 342-369
Persistent link: https://www.econbiz.de/10014278672
Saved in:
3
Decentralized payment clearing using blockchain and optimal bidding
Amini, Hamed
;
Bichuch, Maxim
;
Feinstein, Zachary
- In:
European journal of operational research : EJOR
309
(
2023
)
1
,
pp. 409-420
Persistent link: https://www.econbiz.de/10014290570
Saved in:
4
A repo model of fire sales with VWAP and LOB pricing mechanisms
Bichuch, Maxim
;
Feinstein, Zachary
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 353-367
Persistent link: https://www.econbiz.de/10012820174
Saved in:
5
Endogenous inverse demand functions
Bichuch, Maxim
;
Feinstein, Zachary
- In:
Operations research
70
(
2022
)
5
,
pp. 2702-2714
Persistent link: https://www.econbiz.de/10014306973
Saved in:
6
Optimal electricity distribution pricing under risk and high photovoltaics penetration
Bichuch, Maxim
;
Hobbs, Benjamin Field
;
Song, Xinyue
; …
- In:
The journal of energy markets
14
(
2021
)
1
,
pp. 61-97
Persistent link: https://www.econbiz.de/10012662343
Saved in:
7
The learning premium
Bichuch, Maxim
;
Guasoni, Paolo
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 175-205
Persistent link: https://www.econbiz.de/10012239991
Saved in:
8
Systemic risk : the effect of market confidence
Bichuch, Maxim
;
Chen, Ke
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012496805
Saved in:
9
Robust XVA
Bichuch, Maxim
;
Capponi, Agostino
;
Sturm, Stephan
- In:
Mathematical Finance
30
(
2020
)
3
,
pp. 738-781
Persistent link: https://www.econbiz.de/10012283197
Saved in:
10
Arbitrage-free XVA
Bichuch, Maxim
;
Capponi, Agostino
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 582-620
Persistent link: https://www.econbiz.de/10011969094
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->