Peter Kratz

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Peter Kratz trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert Almgren
  2. Bernt Øksendal
  3. Floyd B. Hanson
  4. Roger A. Horn

Papers from Peter Kratz's perspective

Ordered by how strongly the researchers Peter Kratz trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Optimal execution with nonlinear impact functions and trading-enhanced risk
  2. Matrix analysis
  3. Stochastic differential equations : an introduction with applications
  4. Applied stochastic processes and control for jump-diffusions - modeling, analysis, and computation (Advances in design and control)
  5. Market Microstructure: A Survey
  6. Price Manipulation and Quasi-Arbitrage
  7. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  8. Brownian Motion and Stochastic Calculus
  9. Lending relationships in the interbank market
  10. Realistic Statistical Modelling of Financial Data

Their papers