Peter Kratz

From MaRDI portal
Person:2873145

Available identifiers

zbMath Open kratz.peterMaRDI QIDQ2873145

List of research outcomes





PublicationDate of PublicationType
Large Deviations for Infectious Diseases Models2020-10-20Paper
OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS2018-04-13Paper
Numerical methods in the context of compartmental models in epidemiology2016-02-10Paper
PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME2015-07-15Paper
An Explicit Solution of a Nonlinear-Quadratic Constrained Stochastic Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection2015-04-24Paper
Optimal liquidation in dark pools2015-04-16Paper
Hedging forward positions: basis risk versus liquidity costs2014-01-23Paper

Research outcomes over time

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