Authors: Bank Peter Dolinsky Yan

Citation: Bank Peter et Dolinsky Yan, Super-replication with fixed transaction costs, Annals of applied probability , 29(2), 2019, pp. 739-757

Authors: Bank Peter Besslich David

Citation: Bank Peter et Besslich David, Modelling information flows by Meyer-. . -fields in the singular stochastic control problem of irreversible investment, Annals of applied probability , 30(6), 2020, pp. 2923-2962

Authors: Bank Peter Dolinsky Yan

Citation: Bank Peter et Dolinsky Yan, Continuous-time duality for superreplication with transient price impact, Annals of applied probability , 29(6), 2019, pp. 3893-3917