| Optimal trading strategy for an investor: the case of partial information P Lakner Stochastic Processes and their Applications 76 (1), 77-97, 1998 | 327 | 1998 |
| Utility maximization with partial information P Lakner Stochastic processes and their applications 56 (2), 247-273, 1995 | 253 | 1995 |
| Portfolio optimization with downside constraints P Lakner, L Ma Nygren Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006 | 80 | 2006 |
| Optimal control of a mean-reverting inventory A Cadenillas, P Lakner, M Pinedo Operations research 58 (6), 1697-1710, 2010 | 61 | 2010 |
| Martingale Measures For A Class of Right‐Continuous Processes P Lakner Mathematical Finance 3 (1), 43-53, 1993 | 59 | 1993 |
| High frequency asymptotics for the limit order book P Lakner, J Reed, S Stoikov Market Microstructure and Liquidity 2 (01), 1650004, 2016 | 45 | 2016 |
| Optimal bankruptcy time and consumption/investment policies on an infinite horizon with a continuous debt repayment until bankruptcy M Jeanblanc, P Lakner, A Kadam Mathematics of Operations Research 29 (3), 649-671, 2004 | 34 | 2004 |
| Equilibrium in a simplified dynamic, stochastic economy with heterogeneous agents I Karatzas, P Lakner, JP Lehoczky, SE Shreve Stochastic analysis, 245-272, 1991 | 32 | 1991 |
| Arbitrage and free lunch in a general financial market model: the fundamental theorem of asset pricing M Frittelli, P Lakner Mathematical finance, 89-94, 1995 | 29 | 1995 |
| Optimal production management when demand depends on the business cycle A Cadenillas, P Lakner, M Pinedo Operations research 61 (4), 1046-1062, 2013 | 28 | 2013 |
| Optimal investment in a defaultable bond P Lakner, W Liang Mathematics and Financial Economics 1, 283-310, 2008 | 28 | 2008 |
| Executive stock options: value to the executive and cost to the firm A Kadam, P Lakner, A Srinivasan Cass Business School Research Paper, 2010 | 27 | 2010 |
| Almost sure characterization of martingales M Frittelli, P Lakner Stochastics: An International Journal of Probability and Stochastic …, 1994 | 24 | 1994 |
| Scaling limit of a limit order book model via the regenerative characterization of Lévy trees P Lakner, J Reed, F Simatos Stochastic Systems 7 (2), 342-373, 2017 | 23 | 2017 |
| Maximum likelihood estimation of hidden Markov processes H Frydman, P Lakner The Annals of Applied Probability 13 (4), 1296-1312, 2003 | 16 | 2003 |
| et SE Shreve (1998) I Karatzas, P LAKNER, JP LEHOCZKY Methods of Mathematical Finance, 0 | 15 | |
| Optimal consumption by a bond investor: the case of random interest rate adapted to a point process P Lakner, E Slud SIAM journal on control and optimization 29 (3), 638-655, 1991 | 11 | 1991 |
| Consumption/investment and equilibrium in the presence of several commodities P Lakner (No Title), 1989 | 11 | 1989 |
| Perpetual call options with non‐tradability A Kadam, P Lakner, A Srinivasan Optimal control applications and methods 26 (3), 107-127, 2005 | 9 | 2005 |
| On the roughness of the paths of RBM in a wedge P Lakner, J Reed, B Zwart | 8 | 2019 |
