Peter Frentrup
From MaRDI portal
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 Bernoulli | 2019-04-30 | Paper |
| Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies Bernoulli | 2019-04-30 | Paper |
| Optimal asset liquidation with multiplicative transient price impact Applied Mathematics and Optimization | 2018-12-10 | Paper |
| Approximating diffusion reflections at elastic boundaries Electronic Communications in Probability | 2018-08-23 | Paper |
| Approximating diffusion reflections at elastic boundaries Electronic Communications in Probability | 2018-08-23 | Paper |
| Optimal liquidation under stochastic liquidity Finance and Stochastics | 2018-01-16 | Paper |
Research outcomes over time
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