Peter Frentrup

Identifiers

• name variant Peter Frentrup 0.60 · backfill

Papers (4)

1. Approximating diffusion reflections at elastic boundaries math.PR · 2017 · author #3
2. Stability for gains from large investors' strategies in M1/J1 topologies q-fin.MF · 2017 · author #3
3. Optimal Liquidation under Stochastic Liquidity math.PR · 2016 · author #3
4. Optimal Asset Liquidation with Multiplicative Transient Price Impact math.OC · 2015 · author #3

Mentions

• 1501.01892 #3 · backfill · confidence 0.70 Peter Frentrup

Frequent Coauthors

• Dirk Becherer 4 shared papers
• Todor Bilarev 4 shared papers