Peter Bank

According to our database, Peter Bank authored at least 10 papers between 2001 and 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2022

Merton's Optimal Investment Problem with Jump Signals.

Peter Bank, Laura Körber

SIAM J. Financial Math., 2022

2021

Short Communication: A Note on Utility Indifference Pricing with Delayed Information.

Peter Bank, Yan Dolinsky

SIAM J. Financial Math., 2021

2019

Optimal Investment with Transient Price Impact.

Peter Bank, Moritz Voß

SIAM J. Financial Math., 2019

2018

Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint.

Peter Bank, Moritz Voß

SIAM J. Control. Optim., 2018

2017

The scaling limit of superreplication prices with small transaction costs in the multivariate case.

Peter Bank, Yan Dolinsky, Ari-Pekka Perkkiö

Finance Stochastics, 2017

2016

Superreplication when trading at market indifference prices.

Peter Bank, Selim Gökay

Finance Stochastics, 2016

2015

A model for a large investor trading at market indifference prices. I: Single-period case.

Peter Bank, Dmitry O. Kramkov

Finance Stochastics, 2015

2014

Optimal Order Scheduling for Deterministic Liquidity Patterns.

Peter Bank, Antje Fruth

SIAM J. Financial Math., 2014

2005

Optimal Control under a Dynamic Fuel Constraint.

Peter Bank

SIAM J. Control. Optim., 2005

2001

Existence and structure of stochastic equilibria with intertemporal substitution.

Peter Bank, Frank Riedel

Finance Stochastics, 2001