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"Optimal Investment with High-Watermark Fee in a Multidimensional Jump ..."
Karel Janecek, Zheng Li, Mihai Sîrbu (2020)
- Karel Janecek, Zheng Li
, Mihai Sîrbu:
Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model. SIAM J. Financial Math. 11(3): 750-787 (2020)
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