Peter Frentrup
From MaRDI portal
Person:1630422
Available identifiers
zbMath Open frentrup.peterMaRDI QIDQ1630422
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies | 2019-04-30 | Paper |
| Optimal asset liquidation with multiplicative transient price impact | 2018-12-10 | Paper |
| Approximating diffusion reflections at elastic boundaries | 2018-08-23 | Paper |
| Optimal liquidation under stochastic liquidity | 2018-01-16 | Paper |
Research outcomes over time
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