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Karel Janecek
Publication Activity (10 Years)
Years Active: 2004-2020
Publications (10 Years): 1
Top Topics
Laplace Transform
Diffusion Models
Worst Case
Robust Image Watermarking
Top Venues
SIAM J. Financial Math.
SIAM J. Control. Optim.
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Publications
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Karel Janecek
,
Zheng Li
,
Mihai Sîrbu
Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model.
SIAM J. Financial Math.
11 (3) (2020)
Karel Janecek
,
Mihai Sîrbu
Optimal Investment with High-watermark Performance Fee.
SIAM J. Control. Optim.
50 (2) (2012)
Karel Janecek
,
Steven E. Shreve
Asymptotic analysis for optimal investment and consumption with transaction costs.
Finance Stochastics
8 (2) (2004)