Peter Kratz

Identifiers

• name variant Peter Kratz 0.60 · backfill

Papers (4)

1. Large deviations for infectious diseases models math.PR · 2016 · author #1
2. Numerical methods in the context of compartmental models in epidemiology math.PR · 2015 · author #1
3. An explicit solution of a non-linear quadratic constrained stochastic control problem with an application to optimal liquidation in dark pools with adverse selection math.OC · 2012 · author #1
4. Portfolio liquidation in dark pools in continuous time q-fin.TR · 2012 · author #1

Mentions

• 1501.03645 #1 · backfill · confidence 0.70 Peter Kratz
• 1204.2498 #1 · backfill · confidence 0.70 Peter Kratz
• 1201.6130 #1 · backfill · confidence 0.70 Peter Kratz

Frequent Coauthors

• Etienne Pardoux 2 shared papers
• Brice Samegni Kepgnou 1 shared papers
• Torsten Sch\"oneborn 1 shared papers