Lakner Peter

Peter Lakner

Information about the author Peter Lakner will soon be added to the site.
Found 3 papers in total
Optimal Control of a Mean‐Reverting Inventory
Optimal Control of a Mean‐Reverting Inventory
2010
Motivated by empirical observations, we assume that the inventory level of a company...
Perpetual call options with non-tradability
Perpetual call options with non-tradability
2005
We explicitly solve an optimal stopping problem related to the exercise of a perpetual...
Optimal bankruptcy time and consumption/investment policies on an infinite horizon with a continuous debt repayment until bankruptcy
Optimal bankruptcy time and consumption/investment policies on an infinite horizon with a continuous debt repayment until bankruptcy
2004
In this paper we consider the optimization problem of an agent who wants to maximize...
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