Economy – Quantitative Finance – Trading and Market Microstructure
Scientist
Economy
Quantitative Finance
Trading and Market Microstructure
Scientist
Technische Universität Berlin
A model for a large investor trading at market indifference prices. I: single-period case
A model for a large investor trading at market indifference prices. II: continuous-time case
On a stochastic differential equation arising in a price impact model
No associations
LandOfFree
Peter Bank does not yet have a rating. At this time, there are no reviews or comments for this scientist.
If you have personal experience with Peter Bank, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Peter Bank will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-P-359276