Optimal Investment with High-Watermark Fee in a Multidimensional Jump
Diffusion Model
K Janeček, Z Li, M Sîrbu - SIAM Journal financial math.
Počet citací k 11/2020: 1
Optimal investment with high-watermark performance fee
K Janeček, M Sîrbu - SIAM Journal on Control and Optimization, 2012
počet citací k 11/2020: 28
Futures trading with transaction costs
K Janeček, SE Shreve - Illinois Journal of Mathematics, 2010 - projecteuclid.org
počet citací k 11/2020: 23
What is a realistic aversion to risk for real-world individual investors?
K Janecek - International Journal of Finance, 2004 - Citeseer
počet citací k 11/2020: 38