List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal investment with high-watermark fee in a multidimensional jump diffusion model SIAM Journal on Financial Mathematics | 2020-09-28 | Paper |
| Futures trading with transaction costs Illinois Journal of Mathematics | 2013-01-04 | Paper |
| Optimal investment with high-watermark performance fee SIAM Journal on Control and Optimization | 2012-08-10 | Paper |
| Asymptotic analysis of optimal investment and consumption with transaction costs. Finance and Stochastics | 2004-11-24 | Paper |
Research outcomes over time
This page was built for person: Karel Janeçek
