معرفی
Peter Lakner is an Associate Professor in the Department of Information, Operations, and Management Sciences at the Leonard N. Stern School of Business, New York University. He has been a faculty member at Stern since 1989, teaching courses in statistics, stochastic processes, and financial modeling.
Education:
- Ph.D. in Statistics, Columbia University, 1989
- M.A. in Mathematics, Eötvös Loránd University, Budapest, 1980
- B.A. in Mathematics, Eötvös Loránd University, Budapest, 1978
His research centers on mathematical finance and stochastic modeling, with a focus on stochastic processes, optimization, and their applications in financial markets. Key areas include option pricing, portfolio optimization, and control problems under partial information. His work integrates deep probabilistic analysis with practical financial engineering challenges.
The recent publications reflect a strong trend in stochastic control, reflected diffusions, and high-frequency financial modeling. Topics include limit order books, optimal cash management, and the behavior of reflected Brownian motion in constrained domains. These works demonstrate consistent collaboration with leading researchers in operations research and probability.
Scientific Awards:
- No awards listed in the provided text.
Professor Lakner has advised several students, though specific names are not provided in the text. His research has been supported by academic grants implied through publication in top journals, though specific grant details are not mentioned. He is a core member of the IOMS group at Stern, contributing to both theoretical and applied research in operations and statistics.
Labs and Research Teams:
While no formal lab is mentioned, he is associated with research in stochastic modeling and financial systems, likely collaborating within the IOMS division and with external researchers in probability and finance.
