Karel Janecek

According to our database¹, Karel Janecek authored at least 3 papers between 2004 and 2020.

Collaborative distances:

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PhD thesis

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2020

Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2020

2012

Optimal Investment with High-watermark Performance Fee.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2012

2004

Asymptotic analysis for optimal investment and consumption with transaction costs.

[BibT_eX]

[DOI]

Finance Stochastics, 2004