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researcher

Dirk Becherer

14 papers hereh-index 10894 citations34 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author12

Across the 13 of 14 papers where every author was matched, so the position is known.

fields
  • math.PR9
  • q-fin.MF3
  • math.OC1
  • q-fin.PR1
same name
  • Dirk Becherer — 2 papers, h 2
  • Dirk Becherer — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20072026
most citedBounded solutions to backward SDE's with jumps for utility optimization and indifference hedging

130 citations · 216 across the 11 of their papers we have counts for

collaborators
Showing 2017 · math.PRShow all

1 paper · 2 filters

math.PR2017

Approximating diffusion reflections at elastic boundaries

Dirk Becherer, Todor Bilarev, Peter Frentrup

We show a probabilistic functional limit result for one-dimensional diffusion processes that are reflected at an elastic boundary which is a function of the reflection local time.…

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