Optimal Investment with High-watermark Performance Fee

SIAM Journal on Control and Optimization 2012 / 01 Vol. 50; Iss. 2

Optimal Investment with High-watermark Performance Fee

Janeček, Karel, Sîrbu, Mihai
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Volume:
50
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/100790884
Date:
January, 2012
File:
PDF, 667 KB
english, 2012
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