The following pages link to Peter Kratz (Q2873145):
Displaying 7 items.
- Hedging Forward Positions: Basis Risk Versus Liquidity Costs (Q2873146) (← links)
- OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS (Q4635037) (← links)
- Large Deviations for Infectious Diseases Models (Q5126593) (← links)
- Optimal liquidation in dark pools (Q5245909) (← links)
- An Explicit Solution of a Nonlinear-Quadratic Constrained Stochastic Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection (Q5247617) (← links)
- PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (Q5262511) (← links)
- Numerical methods in the context of compartmental models in epidemiology (Q5744918) (← links)
