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Performance Fees with Stochastic Benchmark:
Wang, Gu
SIAM Journal on Financial Mathematics. 13 (2022) 2 - p. 619-652 , 2022
Link:
https://doi.org/10.1137/21m1401826
RT Journal T1 <Title>Performance Fees with Stochastic Benchmark</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_21m1401826&Exemplar=1&LAN=DE A1 Wang, Gu PB Society for Industrial & Applied Mathematics (SIAM) YR 2022 SN 1945-497X JF SIAM Journal on Financial Mathematics VO 13 IS 2 SP 619 OP 652 LK http://dx.doi.org/https://doi.org/10.1137/21m1401826 DO https://doi.org/10.1137/21m1401826 SF ELIB - SuUB Bremen
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