Hedging Forward Positions: Basis Risk Versus Liquidity Costs. - Stefan Ankirchner; Peter Kratz; Thomas Kruse (SIAM J. Financial Math., 2013)

An Explicit Solution of a Nonlinear-Quadratic Constrained Stochastic Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection. - Peter Kratz (Math. Oper. Res., 2014)