Numerical methods for backward stochastic differential equations of quadratic and locally Lipschitz type
Utilityâ•fiindifference hedging and valuation via reactionâ•fidiffusion systems
News
Berlin Mathematical School - BMS at AIMS in Ghana 🇬🇭️ Prof. Dirk Becherer and BMS Phase I student Martha Nansubuga visited the African Institute for Mathematical Sciences in Ghana. https://www.math-berlin.de/media-press/news/bms-at-aims-in-ghana ...
9th International Colloquium on Backward Stochastic Differential Equations - Sciencesconf.org
BMS at AIMS in Cameroon
![PDF] Approximating diffusion reflections at elastic boundaries | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/24b4911ff32a4400262bb550b0068f94ccdaff5e/2-Figure1-1.png "PDF] Approximating diffusion reflections at elastic boundaries | Semantic Scholar")
PDF] Approximating diffusion reflections at elastic boundaries | Semantic Scholar
Members of the editorial board
Dirk BECHERER | Professor (Full) | Prof., Maths Berlin | Humboldt-Universität zu Berlin, Berlin | HU Berlin | Berlin Mathematical School
2 "Dirk Becherer" profiles | LinkedIn
Bounded Solutions to Backward SDE's with Jumps for Utility Optimization and Indifference Hedging
VLP Cameroon | International Mathematical Union (IMU)
Thomas Bernhardt
Prof. Dr. Dirk Becherer — Dirk Becherer
Online workshop: Mean Field Games and related fields – AIMS South Africa
Berlin Mathematical School - Todor Bilarev, Mama Foupouagnigni and his son, Dirk Becherer on the beach | Facebook
Course programme – Stochastic Analysis in Interaction
Dirk BECHERER | Professor (Full) | Prof., Maths Berlin | Humboldt-Universität zu Berlin, Berlin | HU Berlin | Berlin Mathematical School
Dirk BECHERER | Professor (Full) | Prof., Maths Berlin | Humboldt-Universität zu Berlin, Berlin | HU Berlin | Berlin Mathematical School
Uncategorized – Page 3 – AIMS Ghana
Good Deal Hedging and Valuation under Combined Uncertainty about Drift & Volatility
From bounds on optimal growth towards a theory of good-deal hedging
Backward SDEs with Jumps Comparision Results and Applications
MATHEON Research Center
Rational Hedging and Valuation of Integrated Risks under Constant Absolute Risk Aversion DiRk BecheReR Imperial College London L
Approximating diffusion reflections at elastic boundaries
News
