Peter Lakner

New York University (NYU) - Department of Information, Operations, and Management Sciences

Associate Professor

44 West Fourth Street

New York, NY 10012

United States

SCHOLARLY PAPERS

4

DOWNLOADS

84

SSRN CITATIONS

2

CROSSREF CITATIONS

7

Scholarly Papers (4)

1.

Maximum Likelihood Estimation of Hidden Markov Processes

NYU Working Paper No. SOR-2001-3
Number of pages: 17 Posted: 31 Oct 2008
Halina Frydman and Peter Lakner
New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 55 (445,350)

Abstract:

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2.

Portfolio Optimization with Downside Constraints

Mathematical Finance, Vol. 16, No. 2, pp. 283-299, April 2006
Number of pages: 17 Posted: 08 May 2006
Peter Lakner and Lan Ma Nygren
New York University (NYU) - Department of Information, Operations, and Management Sciences and Rider University - Management Sciences
Downloads 29 (563,897)
Citation 2
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3.

Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy

Mathematics of Operations Research, Vol. 29, No. 3, pp. 649-671, August 2004, Cass Business School Research Paper
Posted: 09 Aug 2005
Monique Jeanblanc, Peter Lakner and Ashay Kadam
Universit√© d'√Čvry - Departement de Mathematiques, New York University (NYU) - Department of Information, Operations, and Management Sciences and IIM Udaipur

Abstract:

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Bankruptcy, Optimal Stopping

4.

Perpetual Call Options with Non-Tradability

Optimal Control Applications and Methods, Vol. 26, No. 3, pp. 107-127, 2005, Cass Business School Research Paper
Posted: 12 Dec 2004
Ashay Kadam, Peter Lakner and Anand Srinivasan
IIM Udaipur, New York University (NYU) - Department of Information, Operations, and Management Sciences and National University of Singapore - Department of Finance

Abstract:

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Non-Tradability, Incomplete Markets, Real Options, Executive Stock Options, Optimal Stopping