91 Game theory, economics, social and behavioral sciences
91Bxx Mathematical economics (2 articles)
91B28 Finance, portfolios, investment (26 articles)
- : Multivariate stochastic dominance for multivariate normal distribution. (English). Kybernetika, vol. 54 (2018), issue 6, pp. 1264-1283
- : Multistage risk premiums in portfolio optimization. (English). Kybernetika, vol. 53 (2017), issue 6, pp. 992-1011
- : Which carbon derivatives are applicable in practice? A case study of a European steel company. (English). Kybernetika, vol. 53 (2017), issue 6, pp. 1071-1085
- : Vliv frekvence splátek spotřebitelských úvěrů na ukazatel roční procentní sazby nákladů - RPSN. (Czech) [The influence of the frequency of consumer credit instalments on the annual percentage rate, APR]. Učitel matematiky, vol. 24 (2016), issue 1, pp. 46-57
- : Log-optimal investment in the long run with proportional transaction costs when using shadow prices. (English). Kybernetika, vol. 51 (2015), issue 4, pp. 588-628
- : Local stability and differentiability of the Mean–Conditional Value at Risk model defined on the mixed–integer loss functions. (English). Kybernetika, vol. 46 (2010), issue 3, pp. 362-373
- : Measuring of second–order stochastic dominance portfolio efficiency. (English). Kybernetika, vol. 46 (2010), issue 3, pp. 488-500
- : A note on the optimal portfolio problem in discrete processes. (English). Kybernetika, vol. 45 (2009), issue 4, pp. 681-688
- : Bound-based decision rules in multistage stochastic programming. (English). Kybernetika, vol. 44 (2008), issue 2, pp. 134-150
- : On exact null controllability of Black-Scholes equation. (English). Kybernetika, vol. 44 (2008), issue 5, pp. 685-704
- : Risk objectives in two-stage stochastic programming models. (English). Kybernetika, vol. 44 (2008), issue 2, pp. 227-242
- : A second-order stochastic dominance portfolio efficiency measure. (English). Kybernetika, vol. 44 (2008), issue 2, pp. 243-258
- : Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black-Scholes operator. (English). Czechoslovak Mathematical Journal, vol. 58 (2008), issue 2, pp. 457-467
- : Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costs. (English). Kybernetika, vol. 43 (2007), issue 6, pp. 807-815
- : Notes on free lunch in the limit and pricing by conjugate duality theory. (English). Kybernetika, vol. 42 (2006), issue 1, pp. 57-76
- : Optimal trading strategies with transaction costs paid only for the first stock. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 47 (2006), issue 2, pp. 43-72
- : Performance of hedging strategies in interval models. (English). Kybernetika, vol. 41 (2005), issue 5, pp. [575]-592
- : The $dX(t)=Xb(X)dt+X\sigma(X)dW$ equation and financial mathematics. I. (English). Kybernetika, vol. 39 (2003), issue 6, pp. [653]-680
- : The $dX(t)=Xb(X)dt+X\sigma(X)dW$ equation and financial mathematics. II. (English). Kybernetika, vol. 39 (2003), issue 6, pp. [681]-701
- : Local martingales measures. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 41 (2000), issue 1, pp. 37-55
- : Krátce o současné finanční matematice. (Czech) [Briefly about the present financial mathematics]. Pokroky matematiky, fyziky a astronomie, vol. 44 (1999), issue 2, pp. 135-140
- : Nonexpansive maps and option pricing theory. (English). Kybernetika, vol. 34 (1998), issue 6, pp. [713]-724
- : Models of inflation. (English). Kybernetika, vol. 33 (1997), issue 6, pp. 649-657
- : Statistical analysis and applications of log-optimal investments. (English). Kybernetika, vol. 30 (1994), issue 3, pp. 331-342
- : Existence, uniqueness and evaluation of log-optimal investment portfolio. (English). Kybernetika, vol. 29 (1993), issue 2, pp. 105-120
- : Portfolio choice based on the empirical distribution. (English). Kybernetika, vol. 28 (1992), issue 6, pp. 484-493
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