Welcome to Todor Bilarev's webpage

Contact information

Office: Rudower Chaussee 25, Room 1.227
e-mail: bilarev «at» math.hu-berlin.de
Postal address: Humboldt-Universität zu Berlin
Institut für Mathematik
Unter den Linden 6
D-10099 Berlin

Teaching

Research interests


Preprints and publications

  1. 'Superhedging with transient impact for non-covered and covered options' (with D. Becherer), in preparation (2017)
  2. 'Reflection local time of diffusions at elastic boundaries' (with D. Becherer and P. Frentrup), submitted (2017), available on arXiv: 1710.06342
  3. 'Stability for gains from large investors' strategies in M1/J1 topologies' (with D. Becherer and P. Frentrup), available on arXiv:1701.02167
  4. 'Optimal Liquidation under Stochastic Liquidity' (with D. Becherer and P. Frentrup), to appear in Finance Stoch. (2017), available on arXiv: 1603.06498
  5. 'Optimal Asset Liquidation with Multiplicative Transient Price Impact' (with D. Becherer and P. Frentrup), to appear in Appl Math Optim (2017), [doi, arXiv]
    An interactive comparison of Limit Order Book models, used for Figure 5, written by Peter Frentrup
  6. 'On the speed of convergence of Newton's method for complex polynomials' (with M. Aspenberg and D. Schleicher), Math. Comp. 85 (2016), 693-705, [arXiv version]

Theses