Mark Adam Petersen

According to our database, Mark Adam Petersen authored at least 7 papers between 2004 and 2012.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2012

Bank Liquidity and the Global Financial Crisis.

Frednard Gideon, Mark Adam Petersen, Janine Mukuddem-Petersen, Bernadine De Waal

J. Appl. Math., 2012

2010

Optimal mortgage loan securitization and the subprime crisis.

Janine Mukuddem-Petersen, M. P. Mulaudzi, Mark Adam Petersen, I. M. Schoeman

Optim. Lett., 2010

2008

Optimal allocation between bank loans and treasuries with regret.

M. P. Mulaudzi, Mark Adam Petersen, I. M. Schoeman

Optim. Lett., 2008

2007

Maximizing Banking Profit on a Random Time Interval.

Janine Mukuddem-Petersen, Mark Adam Petersen, I. M. Schoeman, B. Aaron Tau

J. Appl. Math., 2007

Minimizing Banking Risk in a Lévy Process Setting.

Frednard Gideon, Janine Mukuddem-Petersen, Mark Adam Petersen

J. Appl. Math., 2007

2006

Bank management via stochastic optimal control.

Janine Mukuddem-Petersen, Mark Adam Petersen

Autom., 2006

2004

Nonsquare Spectral Factors of Nonlinear Control Systems in terms of Inner-Inner Factorizations.

Mark Adam Petersen

SIAM J. Control. Optim., 2004