Dirk Becherer

Finance · 2003–2006

A researcher in the Science corpus: 3 papers; trusts 28 researchers and is trusted by 22 researchers here, as inferred from the citation graph.

Subfields

Whom Dirk Becherer trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Yuri M. Kabanov
  2. Dmitry O. Kramkov
  3. M. Kobylanski
  4. Vicky Henderson
  5. R. Rouge
  6. Christophe Stricker
  7. Martin Schweizer
  8. Mark P. Owen
  9. Freddy Delbaen
  10. Michael Mania

Who trusts Dirk Becherer overall

  1. Martin Schweizer
  2. Marie-Amélie Morlais
  3. Mark P. Owen
  4. M. Dahl
  5. Thomas Møller
  6. Gordan Zitkovic
  7. Pauline Barrieu
  8. Lukasz Delong
  9. Michael Mania
  10. Sara Biagini

Papers from Dirk Becherer's perspective

Ordered by how strongly the researchers Dirk Becherer trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Exponential Hedging and Entropic Penalties
  2. Optimal investment in incomplete markets when wealth may become negative
  3. Backward stochastic differential equations and partial differential equations with quadratic growth
  4. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
  5. Pricing Via Utility Maximization and Entropy
  6. Dynamic exponential utility indifference valuation
  7. Utility–indifference hedging and valuation via reaction–diffusion systems (Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences)
  8. Utility maximization in incomplete markets
  9. Martingales versus PDEs in finance: an equivalence result with examples (Journal of Applied Probability)
  10. On the Existence of Minimax Martingale Measures

Their papers