Semimartingale theory of monotone mean--variance portfolio allocation
Get full text
Paper
Journal Article
Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions
Brunovský, Pavol, Černý, Aleš, Komadel, Ján
Published in European journal of operational research (01.02.2018)
Published in European journal of operational research (01.02.2018)
Get full text
Journal Article
Simplified stochastic calculus via semimartingale representations
Get full text
Paper
Journal Article