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Kratz, Peter's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,384 |
Total
Citations
10 |
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1.
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Kratz, Peter Humboldt University of Berlin Schoeneborn, Torsten AHL (Man Investments)
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17 Feb 09
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18 Apr 12
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1,093
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Dark pools, Optimal liquidation, Adverse selection, Market microstructure, Illiquid markets
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2.
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Ankirchner, Stefan University of Bonn Kratz, Peter Humboldt University of Berlin Kruse, Thomas University of Bonn - Institute for Applied Mathematics
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06 Jul 12
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24 Jan 13
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illiquidity, basis risk, optimal liquidation, hedging, singular stochastic control, optimal stopping
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3.
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Kratz, Peter Humboldt University of Berlin Schoeneborn, Torsten AHL (Man Investments)
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31 Jan 12
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Last Revised:
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05 Jul 12
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Records 1 -
3
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