Concepedia

Peter Kratz

PK

Statistics

Publications

5

Citations

185

H-Index

5

Active since

2011

Affiliations

Aix-Marseille Université(Current)

Quantitative BioSciences

University of Oxford

Institut de Mathématiques de Marseille

Peter Kratz is an author at Aix-Marseille Université specializing in economics, financial economics, and finance.

Publications per year

2011–2014

5

Publications

5

PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME

Peter Kratz, Torsten Schöneborn · Mathematical Finance · 2013 · 64 citations

, , +17

Optimal Liquidation in Dark Pools

Peter Kratz, Torsten Schoeneborn · SSRN Electronic Journal · 2011 · 38 citations · Full text

, , +16

Optimal liquidation in dark pools

Peter Kratz, Torsten Schöneborn · Quantitative Finance · 2014 · 37 citations

, , +16

Portfolio Liquidation in Dark Pools in Continuous Time

Peter Kratz, Torsten Schoeneborn · SSRN Electronic Journal · 2012 · 29 citations · Full text

, , +17

An Explicit Solution of a Nonlinear-Quadratic Constrained Stochastic Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection

Peter Kratz · Mathematics of Operations Research · 2014 · 17 citations

, , +17

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