Janine Mukuddem-Petersen

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
Basel III and asset securitization Discrete Dynamics in Nature and Society	2019-07-05	Paper
Stochastic control of credit default insurance for subprime residential mortgage-backed securities Optimal Control Applications & Methods	2014-11-24	Paper
Basel III and the net stable funding ratio ISRN Applied Mathematics	2014-11-11	Paper
Subprime mortgage funding and liquidity risk Quantitative Finance	2014-09-05	Paper
Optimal originator valuation and the global financial crisis Optimal Control Applications & Methods	2013-09-04	Paper
Bank liquidity and the global financial crisis Journal of Applied Mathematics	2012-08-06	Paper
Subprime risk and insurance with regret Discrete Dynamics in Nature and Society	2011-02-09	Paper
Optimal mortgage loan securitization and the subprime crisis Optimization Letters	2010-01-29	Paper
Did bank capital regulation exacerbate the subprime mortgage crisis? Discrete Dynamics in Nature and Society	2009-11-23	Paper
Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord Discrete Dynamics in Nature and Society	2009-04-01	Paper
Optimizing asset and capital adequacy management in banking Journal of Optimization Theory and Applications	2008-06-04	Paper
Minimizing banking risk in a Lévy process setting Journal of Applied Mathematics	2008-02-20	Paper
Maximizing banking profit on a random time interval Journal of Applied Mathematics	2008-02-20	Paper
An application of stochastic optimization theory to institutional finance	2007-10-29	Paper
Continuous-time stochastic modelling of capital adequacy ratios for banks Applied Stochastic Models in Business and Industry	2007-05-29	Paper
Bank management via stochastic optimal control Automatica	2006-10-05	Paper

Research outcomes over time

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