☰

Karel Janecek, Ph.D.

Affiliations: 
2004 Carnegie Mellon University, Pittsburgh, PA 
Area:
Mathematics, Finance
Google:
"Karel Janecek"
Tree Publications Similar researchers PubMed Report error

Parents

Sign in to add mentor
Steven E. Shreve grad student 2004 Carnegie Mellon
 (Futures trading model with transaction costs.)

Children

Sign in to add trainee

Collaborators

Sign in to add collaborator
BETA: Related publications

Publications

You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect.

Janeček K, Li Z, Sîrbu M. (2020) Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model Siam Journal On Financial Mathematics. 11: 750-787
Janeček K, Sîrbu M. (2012) Optimal Investment with High-watermark Performance Fee Siam Journal On Control and Optimization. 50: 790-819
Janeček K, Shreve SE. (2010) Futures trading with transaction costs Illinois Journal of Mathematics. 54: 1239-1284
Janeček K, Shreve SE. (2004) Asymptotic analysis for optimal investment and consumption with transaction costs Finance and Stochastics. 8: 181-206
See more...