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"Optimal Contract for a Fund Manager with Capital Injections and Endogenous ..."

Sergey Nadtochiy, Thaleia Zariphopoulou (2019)

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DOI: 10.1137/18M1172867

access: closed

type: Journal Article

metadata version: 2023-06-26

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Sergey Nadtochiy, Thaleia Zariphopoulou:
Optimal Contract for a Fund Manager with Capital Injections and Endogenous Trading Constraints. SIAM J. Financial Math. 10(3): 698-722 (2019)

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