Peter Kratz
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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 |
|---|---|---|
| Large deviations for infectious diseases models Séminaire de Probabilités XLIX | 2020-10-20 | Paper |
| Optimal liquidation and adverse selection in dark pools Mathematical Finance | 2018-04-13 | Paper |
| Numerical methods in the context of compartmental models in epidemiology ESAIM: Proceedings and Surveys | 2016-02-10 | Paper |
| Portfolio liquidation in dark pools in continuous time Mathematical Finance | 2015-07-15 | Paper |
| An explicit solution of a nonlinear-quadratic constrained stochastic control problem with jumps: optimal liquidation in dark pools with adverse selection Mathematics of Operations Research | 2015-04-24 | Paper |
| Optimal liquidation in dark pools Quantitative Finance | 2015-04-16 | Paper |
| Hedging forward positions: basis risk versus liquidity costs SIAM Journal on Financial Mathematics | 2014-01-23 | Paper |
Research outcomes over time
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