Publications
- The dX(t)=Xb(X)dt+Xsigma(X)dW equation and financial mathematics II2003 | Faculty of Mathematics and Physics
- The dX(t)=Xb(X)dt+Xsigma(X)dW equation and financial mathematics I2003 | Faculty of Mathematics and Physics
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients2022 | Faculty of Mathematics and Physics
- Progressive projection and log-optimal investment in the frictionless market2020 | Faculty of Mathematics and Physics
- The minimum principle for affine functions and isomorphisms of continuous affine function spaces2020 | Faculty of Mathematics and Physics
- Log-optimal investment in the long run with proportional transaction costs when using shadow prices2015 | Faculty of Mathematics and Physics
- Almost Optimal Trading Strategies For Small Transaction Costs And HARA Utility Function2010 | Faculty of Mathematics and Physics
- Evaluation of Interval Strategies for Futures and Stock Trading with Proportional Transaction Costs2010 | Faculty of Mathematics and Physics
- Almost optimal investment strategies for small transaction costs and independent assets2010 | Faculty of Mathematics and Physics
- Investment strategies in the long run with proportional transaction costs and a HARA utility function2009 | Faculty of Mathematics and Physics
Loading network view...