Mark Adam Petersen

Available identifiers

zbMath Open petersen.mark-adamMaRDI QIDQ845557

List of research outcomes

Publication	Date of Publication	Type
On the Spatial and Temporal Order of Convergence of Hyperbolic PDEs	2021-05-04	Paper
Basel III and asset securitization	2019-07-05	Paper
Inner–Outer Factorization for Nonlinear Noninvertible Systems	2017-07-12	Paper
Nonsquare spectral factorization for nonlinear control systems	2017-07-12	Paper
Stochastic control of credit default insurance for subprime residential mortgage-backed securities	2014-11-24	Paper
Basel III and the net stable funding ratio	2014-11-11	Paper
Subprime mortgage funding and liquidity risk	2014-09-05	Paper
Bank liquidity and the global financial crisis	2012-08-06	Paper
Subprime risk and insurance with regret	2011-02-09	Paper
Optimal mortgage loan securitization and the subprime crisis	2010-01-29	Paper
Did bank capital regulation exacerbate the subprime mortgage crisis?	2009-11-23	Paper
Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord	2009-04-01	Paper
Optimal allocation between bank loans and treasuries with regret	2008-09-04	Paper
Optimizing asset and capital adequacy management in banking	2008-06-04	Paper
Maximizing banking profit on a random time interval	2008-02-20	Paper
Minimizing banking risk in a Lévy process setting	2008-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q5422579	2007-10-29	Paper
Continuous-time stochastic modelling of capital adequacy ratios for banks	2007-05-29	Paper
Bank management via stochastic optimal control	2006-10-05	Paper
STOCHASTIC APPROACH TO DIVIDEND EQUALIZATION FUND MODELLING AND SOLVENCY	2006-02-07	Paper
https://portal.mardi4nfdi.de/entity/Q4660815	2005-04-04	Paper
Characterization of integral operators with semi-separable kernels with symmetries	2005-03-08	Paper
Nonsquare Spectral Factors of Nonlinear Control Systems in terms of Inner-Inner Factorizations	2005-02-28	Paper
LU- versus UL-factorization of integral operators with semi-separable kernel	2005-02-24	Paper
Non-linear minimal square spectral factorization	2004-08-17	Paper
Existence of minimal nonsquare \(J\)-symmetric factorizations for self-adjoint rational matrix functions.	2004-03-14	Paper
J-spectral factorization for rational matrix functions with alternative realization	2004-02-15	Paper
Minimal nonsquare \(J\)-spectral factorization, generalized Bezoutians and common zeros for rational matrix functions	2003-10-16	Paper
Minimal nonsquare spectral factors	2002-08-28	Paper
Nonsquare spectral factors via factorizations of a unitary function	2002-08-28	Paper
Minimal Square Spectral Factors via Triples	2001-06-21	Paper
Left versus right canonical Wiener-Hopf factorization and realization	1998-02-05	Paper
Symmetric spectral factorisation of self-adjoint rational matrix functions	1997-12-15	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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