Peter Bank

895 total citations
26 papers, 411 citations indexed

About

Peter Bank is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Peter Bank has authored 26 papers receiving a total of 411 indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 15 papers in Economics and Econometrics and 10 papers in Management Science and Operations Research. Recurrent topics in Peter Bank's work include Stochastic processes and financial applications (23 papers), Economic theories and models (10 papers) and Financial Markets and Investment Strategies (9 papers). Peter Bank is often cited by papers focused on Stochastic processes and financial applications (23 papers), Economic theories and models (10 papers) and Financial Markets and Investment Strategies (9 papers). Peter Bank collaborates with scholars based in Germany, United States and Israel. Peter Bank's co-authors include Frank Riedel, Nicole El Karoui, H. Meté Soner, Dmitry Kramkov, Yan Dolinsky, Antje Fruth, Miklós Rásonyi, Peter K. Friz and Christian Bayer and has published in prestigious journals such as SIAM Journal on Control and Optimization, The Annals of Probability and Stochastic Processes and their Applications.

In The Last Decade

Peter Bank

23 papers receiving 376 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Peter Bank Germany	10	347	277	99	29	20	26	411
Peter Lakner United States	10	396 1.1×	220 0.8×	152 1.5×	75 2.6×	29 1.4×	21	465
Michael R. Tehranchi United Kingdom	11	342 1.0×	152 0.5×	75 0.8×	43 1.5×	24 1.2×	19	382
Hiroshi Shirakawa Japan	9	309 0.9×	143 0.5×	210 2.1×	49 1.7×	23 1.1×	16	450
Aleš Černý United Kingdom	13	412 1.2×	285 1.0×	135 1.4×	83 2.9×	57 2.9×	44	523
Johannes Muhle‐Karbe United Kingdom	15	611 1.8×	360 1.3×	110 1.1×	72 2.5×	37 1.9×	69	658
Boda Kang Australia	10	192 0.6×	141 0.5×	92 0.9×	62 2.1×	36 1.8×	30	302
Yun Shi China	9	132 0.4×	118 0.4×	138 1.4×	16 0.6×	12 0.6×	31	264
Constantinos Kardaras United Kingdom	12	521 1.5×	330 1.2×	170 1.7×	54 1.9×	17 0.8×	50	564
Jan Obłój United Kingdom	13	444 1.3×	218 0.8×	221 2.2×	55 1.9×	21 1.1×	45	589

Countries citing papers authored by Peter Bank

Since Specialization

Citations

This map shows the geographic impact of Peter Bank's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Peter Bank with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Bank more than expected).

Fields of papers citing papers by Peter Bank

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Peter Bank. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Peter Bank. The network helps show where Peter Bank may publish in the future.

Co-authorship network of co-authors of Peter Bank

This figure shows the co-authorship network connecting the top 25 collaborators of Peter Bank. A scholar is included among the top collaborators of Peter Bank based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Peter Bank. Peter Bank is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Bank, Peter, et al.. (2025). Rough PDEs for Local Stochastic Volatility Models. Mathematical Finance. 35(3). 661–681.

Bank, Peter & Yan Dolinsky. (2024). Optimal Investment with a Noisy Signal of Future Stock Prices. Applied Mathematics & Optimization. 89(2). 1 indexed citations

Bank, Peter, et al.. (2022). Merton's Optimal Investment Problem with Jump Signals. SIAM Journal on Financial Mathematics. 13(4). 1302–1325. 2 indexed citations

Bank, Peter, Yan Dolinsky, & Miklós Rásonyi. (2022). What if We Knew What the Future Brings? Optimal Investment for a Frontrunner with Price Impact. Applied Mathematics & Optimization. 86(2). 2 indexed citations

Bank, Peter & Yan Dolinsky. (2021). Short Communication: A Note on Utility Indifference Pricing with Delayed Information. SIAM Journal on Financial Mathematics. 12(2). SC31–SC43. 5 indexed citations

Bank, Peter, et al.. (2021). On a stochastic representation theorem for Meyer-measurable processes. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 57(3).

Bank, Peter & Yan Dolinsky. (2019). Super-replication with fixed transaction costs. The Annals of Applied Probability. 29(2). 1 indexed citations

Bank, Peter, et al.. (2018). Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint. SIAM Journal on Control and Optimization. 56(2). 672–699. 13 indexed citations

Bank, Peter, et al.. (2016). Linear quadratic stochastic control problems with singular stochastic terminal constraint. arXiv (Cornell University). 2 indexed citations

10.

Bank, Peter, et al.. (2016). The scaling limit of superreplication prices with small transaction costs in the multivariate case. Finance and Stochastics. 21(2). 487–508. 5 indexed citations

11.

Bank, Peter & Dmitry Kramkov. (2015). A model for a large investor trading at market indifference prices. II: Continuous-time case. The Annals of Applied Probability. 25(5). 14 indexed citations

12.

Bank, Peter & Dmitry Kramkov. (2014). The stochastic field of aggregate utilities and its saddle conjugate. Proceedings of the Steklov Institute of Mathematics. 287(1). 14–53. 1 indexed citations

13.

Bank, Peter & Antje Fruth. (2014). Optimal Order Scheduling for Deterministic Liquidity Patterns. SIAM Journal on Financial Mathematics. 5(1). 137–152. 7 indexed citations

14.

Bank, Peter & Dmitry Kramkov. (2012). On a stochastic differential equation arising in a price impact model. Stochastic Processes and their Applications. 123(3). 1160–1175. 4 indexed citations

15.

Bank, Peter, et al.. (2007). On Gittins’ index theorem in continuous time. Stochastic Processes and their Applications. 117(9). 1357–1371. 12 indexed citations

16.

Bank, Peter, et al.. (2004). Hedging and Portfolio Optimization in Financial Markets with a Large Trader. SSRN Electronic Journal. 8 indexed citations

17.

Bank, Peter & Nicole El Karoui. (2004). A stochastic representation theorem with applications to optimization and obstacle problems. The Annals of Probability. 32(1B). 51 indexed citations

18.

Riedel, Frank & Peter Bank. (2001). Existence and structure of stochastic equilibria with intertemporal substitution. Finance and Stochastics. 5(4). 487–509. 16 indexed citations

19.

Bank, Peter & Frank Riedel. (2001). Optimal consumption choice with intertemporal substitution. The Annals of Applied Probability. 11(3). 43 indexed citations

20.

Bank, Peter & Frank Riedel. (2000). Non-time additive utility optimization—the case of certainty. Journal of Mathematical Economics. 33(3). 271–290. 14 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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