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Maxim Bichuch

Identifiers

  • name variant Maxim Bichuch 0.60 · backfill

Papers (8)

  1. Designing On-Chain Options: Amortizing Perpetual Options q-fin.MF · 2026 · author #1
  2. Optimization of Fire Sales and Borrowing in Systemic Risk q-fin.MF · 2018 · author #1
  3. Arbitrage-Free Pricing of XVA - Part II: PDE Representation and Numerical Analysis q-fin.PR · 2015 · author #1
  4. Arbitrage-Free Pricing of XVA -- Part I: Framework and Explicit Examples q-fin.PR · 2015 · author #1
  5. Optimal Investment with Transaction Costs and Stochastic Volatility q-fin.PM · 2014 · author #1
  6. Pricing a Contingent Claim Liability with Transaction Costs Using Asymptotic Analysis for Optimal Investment q-fin.PR · 2011 · author #1
  7. Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs q-fin.PM · 2011 · author #1
  8. Portfolio Optimization under Convex Incentive Schemes q-fin.PM · 2011 · author #1

Mentions

  • 1502.06106 #1 · backfill · confidence 0.70 Maxim Bichuch
  • 1501.05893 #1 · backfill · confidence 0.70 Maxim Bichuch
  • 1401.0562 #1 · backfill · confidence 0.70 Maxim Bichuch
  • 1112.3012 #1 · backfill · confidence 0.70 Maxim Bichuch
  • 1112.2749 #1 · backfill · confidence 0.70 Maxim Bichuch
  • 1109.2945 #1 · backfill · confidence 0.70 Maxim Bichuch
  • 2605.19146 #1 · arxiv_oai · confidence 0.70 Maxim Bichuch

Frequent Coauthors