Peter Lakner

828 total citations
21 papers, 465 citations indexed

About

Peter Lakner is a scholar working on Finance, Mathematical Physics and Management Science and Operations Research. According to data from OpenAlex, Peter Lakner has authored 21 papers receiving a total of 465 indexed citations (citations by other indexed papers that have themselves been cited), including 18 papers in Finance, 6 papers in Mathematical Physics and 6 papers in Management Science and Operations Research. Recurrent topics in Peter Lakner's work include Stochastic processes and financial applications (17 papers), Economic theories and models (6 papers) and Stochastic processes and statistical mechanics (5 papers). Peter Lakner is often cited by papers focused on Stochastic processes and financial applications (17 papers), Economic theories and models (6 papers) and Stochastic processes and statistical mechanics (5 papers). Peter Lakner collaborates with scholars based in United States, France and Singapore. Peter Lakner's co-authors include Abel Cadenillas, Michael Pinedo, Josh Reed, Monique Jeanblanc, Michael Pinedo, Anand Srinivasan, Sasha Stoikov, Eric Slud, Marco Frittelli and Florian Simatos and has published in prestigious journals such as European Journal of Operational Research, Operations Research and SIAM Journal on Control and Optimization.

In The Last Decade

Peter Lakner

19 papers receiving 427 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Peter Lakner United States	10	396	220	152	75	36	21	465
Aleš Černý United Kingdom	13	412 1.0×	285 1.3×	135 0.9×	83 1.1×	44 1.2×	44	523
Tim Leung United States	12	388 1.0×	235 1.1×	123 0.8×	42 0.6×	37 1.0×	88	498
Marcos Escobar Canada	10	265 0.7×	101 0.5×	91 0.6×	85 1.1×	24 0.7×	57	319
Rudi Zagst Germany	12	396 1.0×	227 1.0×	146 1.0×	88 1.2×	73 2.0×	109	540
Wulin Suo Canada	8	280 0.7×	86 0.4×	58 0.4×	46 0.6×	37 1.0×	19	321
Serge Darolles France	13	348 0.9×	213 1.0×	83 0.5×	21 0.3×	37 1.0×	43	454
Giacomo Scandolo Italy	7	463 1.2×	302 1.4×	582 3.8×	125 1.7×	21 0.6×	14	735
Luitgard Anna Maria Veraart United Kingdom	11	427 1.1×	301 1.4×	79 0.5×	26 0.3×	60 1.7×	35	532
Johannes Muhle‐Karbe United Kingdom	15	611 1.5×	360 1.6×	110 0.7×	72 1.0×	28 0.8×	69	658

Countries citing papers authored by Peter Lakner

Since Specialization

Citations

This map shows the geographic impact of Peter Lakner'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 Lakner with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Lakner more than expected).

Fields of papers citing papers by Peter Lakner

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Peter Lakner. 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 Lakner. The network helps show where Peter Lakner may publish in the future.

Co-authorship network of co-authors of Peter Lakner

This figure shows the co-authorship network connecting the top 25 collaborators of Peter Lakner. A scholar is included among the top collaborators of Peter Lakner 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 Lakner. Peter Lakner 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

Lakner, Peter, et al.. (2023). Reflected Brownian motion with drift in a wedge. Queueing Systems. 105(3-4). 233–270. 1 indexed citations

Lakner, Peter & Josh Reed. (2023). Optimal cash management using impulse control. Indagationes Mathematicae. 34(5). 1181–1205.

Lakner, Peter, et al.. (2021). On the optimality of the earliest due date rule in stochastic scheduling and in queueing. European Journal of Operational Research. 298(1). 202–212. 1 indexed citations

Lakner, Peter, Josh Reed, & Bert Zwart. (2019). On the roughness of the paths of RBM in a wedge. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 55(3). 5 indexed citations

Lakner, Peter, Josh Reed, & Florian Simatos. (2018). Scaling Limit of a Limit Order Book Model via the Regenerative Characterization of Lévy Trees. Stochastic Systems. 2018(1). 1–34. 1 indexed citations

Lakner, Peter, Josh Reed, & Florian Simatos. (2017). Scaling Limit of a Limit Order Book Model via the Regenerative Characterization of Lévy Trees. Stochastic Systems. 7(2). 342–373. 6 indexed citations

Lakner, Peter, Josh Reed, & Sasha Stoikov. (2016). High Frequency Asymptotics for the Limit Order Book. 2(1). 1650004–1650004. 13 indexed citations

Cadenillas, Abel, Peter Lakner, & Michael Pinedo. (2013). Optimal Production Management When Demand Depends on the Business Cycle. Operations Research. 61(4). 1046–1062. 17 indexed citations

Cadenillas, Abel, Peter Lakner, & Michael Pinedo. (2010). Optimal Control of a Mean-Reverting Inventory. Operations Research. 58(6). 1697–1710. 42 indexed citations

10.

Lakner, Peter, et al.. (2008). Optimal investment in a defaultable bond. Mathematics and Financial Economics. 1(3-4). 283–310. 18 indexed citations

11.

Lakner, Peter, et al.. (2006). PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS. Mathematical Finance. 16(2). 283–299. 41 indexed citations

12.

Lakner, Peter, et al.. (2005). Perpetual call options with non‐tradability. Optimal Control Applications and Methods. 26(3). 107–127.

13.

Jeanblanc, Monique, et al.. (2004). Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy. Mathematics of Operations Research. 29(3). 649–671. 22 indexed citations

14.

Lakner, Peter, et al.. (2002). Executive Stock Options: Value to the Executive and Cost to the Firm. SSRN Electronic Journal. 13 indexed citations

15.

Lakner, Peter. (1998). Optimal trading strategy for an investor: the case of partial information. Stochastic Processes and their Applications. 76(1). 77–97. 139 indexed citations

16.

Lakner, Peter. (1995). Utility maximization with partial information. Stochastic Processes and their Applications. 56(2). 247–273. 106 indexed citations

17.

Frittelli, Marco & Peter Lakner. (1994). Almost sure characterization of Martingales. Stochastics and stochastics reports. 49(3-4). 181–190. 5 indexed citations

18.

Lakner, Peter. (1993). Martingale Measures For A Class of Right‐Continuous Processes. Mathematical Finance. 3(1). 43–53. 23 indexed citations

19.

Lakner, Peter & Eric Slud. (1991). Optimal Consumption by a Bond Investor: The Case of Random Interest Rate Adapted to a Point Process. SIAM Journal on Control and Optimization. 29(3). 638–655. 4 indexed citations

20.

Lakner, Peter & Eric Slud. (1990). Optimal consumption by a bond investor: the case of random interest rate adapted to a point process. 2333–2334 vol.4. 2 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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