1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2015★ 1 cited
On the average rate of return in a continuous time stochastic model
Leslaw Gajek, Marek Kaluszka
In a discrete time stochastic model of a pension investment funds market Gajek and Kaluszka(2000a) have provided a definition of the average rate of return which satisfies a set of…
q-fin.PM2015
On the martingale-fair index of return for investment funds
Leslaw Gajek, Marek Kaluszka
A concept of martingale-fair index of return, consistent with Arbitrage Free Pricing Theory, is introduced. An explicit formula for the average rate of return of a group of investm…