Peter Bank

2001–2004

A researcher in the Science corpus: 4 papers; trusts 2 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Whom Peter Bank trusts overall

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

  1. Hans Föllmer
  2. Frank Riedel
  3. Alexander Schied
  4. Ole E. Barndorff-Nielsen
  5. John C. Gittins

Who trusts Peter Bank overall

  1. Isaac M. Sonin
  2. Nizar Touzi
  3. Patrick Cheridito
  4. Aurélien Alfonsi
  5. H. M. Soner
  6. Hans Föllmer
  7. Lukasz Delong
  8. Antje Fruth
  9. L. Rogers
  10. Ibrahim Ekren

Papers from Peter Bank's perspective

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

  1. Processes of normal inverse Gaussian type
  2. Optimal consumption choice with intertemporal substitution
  3. Bandit processes and dynamic allocation indices
  4. Stochastic Finance: An Introduction in Discrete Time
  5. Controlled Markov processes and viscosity solutions
  6. Dynamic Coherent Risk Measures
  7. Coherent Risk Measures on General Probability Spaces
  8. Risk‐Sensitive Control and an Optimal Investment Model
  9. Utility maximization in incomplete markets
  10. On law invariant coherent risk measures

Their papers