Peter Bank
Mathematiker
Geboren:
1971
Hat mitgewirkt an:
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Singular control of optional random measures : stochastic optimization and representation problems arising in the microeconomic theory of intertemporal consumption choice
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No Free Lunch for Large Investors
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Existence and Structure of Stochastic Equilibria with Intertemporal Substitution
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A Stochastic Representation Theorem with Applications to Optimization and Obstacle Problems