Publications
- Maximum likelihood estimation of the Hull-White model2023 | Faculty of Mathematics and Physics
- A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision2021 | Faculty of Mathematics and Physics
- Interest Rate Modelling: Maximum Likelihood Estimation of One-Factor Short-Rate Models2019 | Faculty of Mathematics and Physics
- AN ASSET - LIABILITY MANAGEMENT STOCHASTIC PROGRAM OF A LEASING COMPANY2018 | Faculty of Mathematics and Physics
- Robustness of stochastic programs with endogenous randomness via contamination2023 | Faculty of Mathematics and Physics
- RPSN computations for TOMMY STACHI s.r.o.Publication without faculty affiliation
- Asset-Liability Management: Application of Stochastic Programming with Endogenous Randomness and ContaminationPublication without faculty affiliation
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