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Hedging with physical or cash settlement under transient multiplicative price impact
Becherer, Dirk; Bilarev, Todor - In: Finance and stochastics 28 (2024) 2, pp. 285-328
Persistent link: https://www.econbiz.de/10015130302
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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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Quantifying the value of initial investment information
Amendinger, Jürgen; Becherer, Dirk; Schweizer, Martin - 2000
Persistent link: https://www.econbiz.de/10001509224
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Rational hedging and valuation with utility-based preferences
Becherer, Dirk (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639701
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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