| Optimal liquidation under stochastic liquidity D Becherer, T Bilarev, P Frentrup Finance and Stochastics 22, 39-68, 2018 | 52 | 2018 |
| Stability for gains from large investors’ strategies in / topologies D Becherer, T Bilarev, P Frentrup | 26 | 2019 |
| Optimal asset liquidation with multiplicative transient price impact D Becherer, T Bilarev, P Frentrup Applied Mathematics & Optimization 78 (3), 643-676, 2018 | 24 | 2018 |
| On the speed of convergence of Newton’s method for complex polynomials T Bilarev, M Aspenberg, D Schleicher Mathematics of Computation 85 (298), 693-705, 2016 | 22 | 2016 |
| Multiplicative limit order markets with transient impact and zero spread D Becherer, T Bilarev, P Frentrup Preprint, 2015 | 6 | 2015 |
| Approximating diffusion reflections at elastic boundaries D Becherer, T Bilarev, P Frentrup | 4 | 2018 |
| Hedging with transient price impact for non-covered and covered options D Becherer, T Bilarev Available at SSRN 3212870, 2018 | 3 | 2018 |
| Feedback effects in stochastic control problems with liquidity frictions T Bilarev Humboldt-Universität zu Berlin, 2018 | 2 | 2018 |
| Optimal liquidation under stochastic resilience of price impact D Becherer, T Bilarev, P Frentrup arXiv preprint arXiv:1603.06498, 2016 | 2 | 2016 |
| Hedging with physical or cash settlement under transient multiplicative price impact D Becherer, T Bilarev Finance and Stochastics 28 (2), 285-328, 2024 | 1 | 2024 |
