The following pages link to Martin Jandačka (Q1031947):
Displayed 4 items.
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Endogenous leverage and asset pricing in double auctions (Q1657588) (← links)
- On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile (Q2494976) (← links)
- (Q3515749) (← links)