( en | de | ru )

 

Disambiguation of "Bank, Peter"

Author of the publication

copydeleteadd this publication to your clipboard
Existence and structure of stochastic equilibria with intertemporal substitution.

, and . Finance and Stochastics, 5 (4): 487-509 (2001)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Peter Bank

Peter Bank

Hans-Peter Bank

Hermann Bank

Norbert Bank

 

Other publications of authors with the same name

Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint., and . SIAM J. Control and Optimization, 56 (2): 672-699 (2018)Optimal Investment with Transient Price Impact., and . SIAM J. Financial Math., 10 (3): 723-768 (2019)Merton's Optimal Investment Problem with Jump Signals., and . SIAM J. Financial Math., 13 (4): 1302-1325 (2022)Optimal Control under a Dynamic Fuel Constraint.. SIAM J. Control and Optimization, 44 (4): 1529-1541 (2005)Existence and structure of stochastic equilibria with intertemporal substitution., and . Finance and Stochastics, 5 (4): 487-509 (2001)Optimal Order Scheduling for Deterministic Liquidity Patterns., and . SIAM J. Financial Math., 5 (1): 137-152 (2014)On Gittins' index theorem in continuous time, and . Stochastic Processes and their Applications, 117 (9): 1357--1371 (September 2007)Superreplication when trading at market indifference prices., and . Finance and Stochastics, 20 (1): 153-182 (2016)A model for a large investor trading at market indifference prices. I: Single-period case., and . Finance and Stochastics, 19 (2): 449-472 (2015)Short Communication: A Note on Utility Indifference Pricing with Delayed Information., and . SIAM J. Financial Math., (2021)