Browsing All of EconStor by Author Bank, Peter
Showing results 1 to 8 of 8
Year of Publication | Title | Author(s) |
1998 | Non-time additive utility optimization: The case of certainty | Riedel, Frank; Bank, Peter |
1999 | Optimal consumption choice under uncertainty with intertemporal substitution | Bank, Peter; Riedel, Frank |
1999 | No free lunch for large investors | Bank, Peter |
2000 | Existence and structure of stochastic equilibria with intertemporal substitution | Bank, Peter; Riedel, Frank |
2001 | A stochastic representation theorem with applications to optimization and obstacle problems | Bank, Peter; El Karoui, Nicole |
2002 | Hedging and portfolio optimization in illiquid financial markets | Bank, Peter; Baum, Dietmar |
2003 | American Options, Multi-armed Bandits, and Optimal Consumption Plans : A Unifying View | Bank, Peter; Föllmer, Hans |
2003 | Optimal Dynamic Choice of Durable and Perishable Goods | Bank, Peter; Riedel, Frank |