| Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging D Becherer | 248 | 2006 |
| The numeraire portfolio for unbounded semimartingales D Becherer Finance and Stochastics 5 (3), 327-341, 2001 | 196 | 2001 |
| Rational hedging and valuation of integrated risks under constant absolute risk aversion D Becherer Insurance: Mathematics and economics 33 (1), 1-28, 2003 | 151 | 2003 |
| A monetary value for initial information in portfolio optimization J Amendinger, D Becherer, M Schweizer Finance and Stochastics 7 (1), 29-46, 2003 | 139 | 2003 |
| Classical solutions to reaction–diffusion systems for hedging problems with interacting Itô and point processes D Becherer, M Schweizer | 105 | 2005 |
| Rational hedging and valuation with utility-based preferences D Becherer | 75 | 2001 |
| Utility–indifference hedging and valuation via reaction–diffusion systems D Becherer Proceedings of the Royal Society of London. Series A: Mathematical, Physical …, 2004 | 69 | 2004 |
| Optimal liquidation under stochastic liquidity D Becherer, T Bilarev, P Frentrup Finance and Stochastics 22 (1), 39-68, 2018 | 55 | 2018 |
| Stability for gains from large investors’ strategies in / topologies D Becherer, T Bilarev, P Frentrup | 29 | 2019 |
| From bounds on optimal growth towards a theory of good-deal hedging D Becherer Advanced Financial Modelling 8, 27-51, 2009 | 27 | 2009 |
| Optimal asset liquidation with multiplicative transient price impact D Becherer, T Bilarev, P Frentrup Applied Mathematics & Optimization 78 (3), 643-676, 2018 | 25 | 2018 |
| Utility indifference valuation D Becherer Encyclopedia of quantitative finance, 1854-1869, 2010 | 16 | 2010 |
| On the monotone stability approach to BSDEs with jumps: Extensions, concrete criteria and examples D Becherer, M Büttner, K Kentia International Symposium on BSDEs, 1-41, 2017 | 15 | 2017 |
| Arrow Debreu Prices D Becherer, MHA Davis | 14 | 2010 |
| Optimal allocation of a futures portfolio utilizing numerical market phase detection L Putzig, D Becherer, I Horenko SIAM Journal on Financial Mathematics 1 (1), 752-779, 2010 | 13 | 2010 |
| Good deal hedging and valuation under combined uncertainty about drift and volatility D Becherer, K Kentia Probability, Uncertainty and Quantitative Risk 2 (1), 13, 2017 | 12 | 2017 |
| Hedging under generalized good-deal bounds and model uncertainty D Becherer, K Kentia Mathematical Methods of Operations Research 86 (1), 171-214, 2017 | 7 | 2017 |
| Quantifying the value of initial investment information J Amendinger, D Becherer, M Schweizer Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2000 | 7 | 2000 |
| Multiplicative limit order markets with transient impact and zero spread D Becherer, T Bilarev, P Frentrup Preprint, 2015 | 6 | 2015 |
| Hedging with transient price impact for non-covered and covered options D Becherer, T Bilarev SSRN, 2018 | 5 | 2018 |
