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Dirk Becherer

1 paper hereh-index 10894 citations34 works total

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author position
  • sole author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • math.PR1

identity via Semantic Scholar / OpenAlex

most citedBounded solutions to backward SDE's with jumps for utility optimization and indifference hedging

130 citations · 130 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2007★ 130 cited

Bounded solutions to backward SDE's with jumps for utility optimization and indifference hedging

Dirk Becherer

We prove results on bounded solutions to backward stochastic equations driven by random measures. Those bounded BSDE solutions are then applied to solve different stochastic optimi…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.