Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment

von Bichuch, Maxim
Veröffentlicht in Finance and stochastics (2014)

Systemic risk : the effect of market confidence

von Bichuch, Maxim
Veröffentlicht in International journal of theoretical and applied finance (2020)

Portfolio optimization under convex incentive schemes

von Bichuch, Maxim
Veröffentlicht in Finance and stochastics (2014)

A repo model of fire sales with VWAP and LOB pricing mechanisms

von Bichuch, Maxim
Veröffentlicht in European journal of operational research (2022)

The learning premium

von Bichuch, Maxim
Veröffentlicht in Mathematics and financial economics (2020)

Identifying optimal capacity expansion and differentiated capacity payments under risk aversion and market power : a financial Stackelberg game approach

von Bichuch, Maxim
Veröffentlicht in Energy economics (2023)

Decentralized payment clearing using blockchain and optimal bidding

von Amini, Hamed
Veröffentlicht in European journal of operational research (2023)

Optimal electricity distribution pricing under risk and high photovoltaics penetration

von Bichuch, Maxim
Veröffentlicht in The journal of energy markets (2021)