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The numeraire portfolio for unbounded semimartingales
Becherer, Dirk - In: Finance and stochastics 5 (2001) 3, pp. 327-341
Persistent link: https://www.econbiz.de/10001599277
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Hedging under generalized good-deal bounds and model uncertainty
Becherer, Dirk; Kentia Tonleu, Klébert - In: Mathematical methods of operations research 86 (2017) 1, pp. 171-214
Persistent link: https://www.econbiz.de/10011714399
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Optimal liquidation under stochastic liquidity
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter - In: Finance and stochastics 22 (2018) 1, pp. 39-68
Persistent link: https://www.econbiz.de/10011945624
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A monetary value for initial information in portfolio optimization
Amendinger, Jürgen; Becherer, Dirk; Schweizer, Martin - In: Finance and stochastics 7 (2003) 1, pp. 29-46
Persistent link: https://www.econbiz.de/10001724639
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Optimal weak static hedging of equity and credit risk using derivatives
Becherer, Dirk; Ward, Ian - In: Applied mathematical finance 17 (2010) 1/2, pp. 1-28
Persistent link: https://www.econbiz.de/10003975242