most citedOn the monotone stability approach to BSDEs with jumps: Extensions, concrete criteria and examples

6 citations · 16 across the 3 of their papers we have counts for

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q-fin.MF2017

Good Deal Hedging and Valuation under Combined Uncertainty about Drift and Volatility

Dirk Becherer, Klebert Kentia

We study robust notions of good-deal hedging and valuation under combined uncertainty about the drifts and volatilities of asset prices. Good-deal bounds are determined by a subset…

q-fin.MF2016★ 5 cited

Hedging under generalized good-deal bounds and model uncertainty

Dirk Becherer, Klebert Kentia

We study a notion of good-deal hedging, that corresponds to good-deal valuation for generalized good-deal constraints. Under model uncertainty about the market prices of risk of he…