Píši a publikuji

2018

Optimal investment with high-watermark fee in a multi-dimensional jump diffusion mode

PDF

2012

Optimal investment with high-watermark performance fee

SIAM

2010

Futures trading with transaction costs

Journal

2004

What is a realistic aversion to risk for real-world individual investors?

PDF

2003

Asymptotic Analysis for Optimal Investment and Consumption with Transaction Costs

PDF