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Brownian motion
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RNDr. Robert Navrátil Ph.D.
External academic staff at Faculty of Mathematics and Physics
5 publications
Publications
publication
On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution
2022 |
Faculty of Mathematics and Physics
publication
On equity market inefficiency during the COVID-19 pandemic
2021 |
Faculty of Mathematics and Physics
publication
Options on a traded account: symmetric treatment of the underlying assets
2019 |
Faculty of Mathematics and Physics
publication
Long term portfolio protection
2019 |
Faculty of Mathematics and Physics
publication
On Market Efficiency, Optimal Distributional Trading Gain, and Utility Maximization
Publication without faculty affiliation
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