The following pages link to Jan Palczewski (Q319241):
Displaying 30 items.
- Dynamic portfolio optimization with transaction costs and state-dependent drift (Q319244) (← links)
- Optimal model matching problem for stochastic signals with an unknown fast decreasing spectral density (Q656263) (← links)
- Stopping of functionals with discontinuity at the boundary of an open set (Q719380) (← links)
- Infinite horizon stopping problems with (nearly) total reward criteria (Q744226) (← links)
- Maximization of the portfolio growth rate under fixed and proportional transaction costs (Q937351) (← links)
- From discrete to continuous time evolutionary finance models (Q964562) (← links)
- Black-Litterman model for continuous distributions (Q1622823) (← links)
- Itchy feet vs cool heads: flow of funds in an agent-based financial market (Q1656525) (← links)
- Real option valuation for reserve capacity (Q1752795) (← links)
- Stochastic differential inclusions and applications. (Q1935213) (← links)
- Statistical learning for probability-constrained stochastic optimal control (Q2029386) (← links)
- Automatic model training under restrictive time constraints (Q2108929) (← links)
- On the value of non-Markovian Dynkin games with partial and asymmetric information (Q2170360) (← links)
- Market selection of constant proportions investment strategies in continuous time (Q2267531) (← links)
- Impulsive control of portfolios (Q2384779) (← links)
- Theoretical and empirical estimates of mean-variance portfolio sensitivity (Q2514711) (← links)
- Investment strategies and compensation of a mean-variance optimizing fund manager (Q2514727) (← links)
- (Q2958728) (← links)
- Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay (Q3083248) (← links)
- Growth-optimal portfolios under transaction costs (Q3498795) (← links)
- Arbitrage and pricing in a general model with flows (Q4829394) (← links)
- Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← links)
- Book Reviews (Q5216256) (← links)
- (Q5290220) (← links)
- Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case (Q5347547) (← links)
- The American put with finite‐time maturity and stochastic interest rate (Q6054438) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
- Zero-sum stopper versus singular-controller games with constrained control directions (Q6576865) (← links)
- On the solution uniqueness in portfolio optimization and risk analysis (Q6649933) (← links)
- Stopper vs. singular controller games with degenerate diffusions (Q6657499) (← links)
