P. Dostál |
Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients
Volume 58 no. 6, 903-959, 2022 |
P. Dostál and J. Klůjová
|
Log-optimal investment in the long run with proportional transaction costs when using shadow prices
Volume 51 no. 4, 588-628, 2015 |
J. Štěpán and P. Dostál
|
The dX(t)=Xb(X)dt+Xσ(X)dW equation and financial mathematics. I
Volume 39 no. 6, 653-680, 2003 |
J. Štěpán and P. Dostál
|
The dX(t)=Xb(X)dt+Xσ(X)dW equation and financial mathematics. II
Volume 39 no. 6, 681-701, 2003 |
M. Fikar, S. Engell and P. Dostál
|
Design of predictive LQ controller
Volume 35 no. 4, 459-472, 1999 |