"Optimal Investment with High-watermark Performance Fee."

Karel Janecek, Mihai Sîrbu (2012)

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DOI: 10.1137/100790884

access: closed

type: Journal Article

metadata version: 2022-03-16

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Karel Janecek, Mihai Sîrbu:
Optimal Investment with High-watermark Performance Fee. SIAM J. Control. Optim. 50(2): 790-819 (2012)

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