Publikace
- Implied volatility smoothing at COVID-19 times2023 | Matematicko-fyzikální fakulta
- Investment disputes and their explicit role in option market uncertainty and overall risk instability2023 | Matematicko-fyzikální fakulta
- Implied Volatility Surface Estimation via Quantile Regularization2020 | Matematicko-fyzikální fakulta
- State price density estimation for options with dividend yields2018 | Matematicko-fyzikální fakulta
- A conservative discontinuous target volatility strategy2017 | Matematicko-fyzikální fakulta
- Implied volatility and state price density estimation: arbitrage analysis2017 | Matematicko-fyzikální fakulta
- Multistage stochastic dominance: an application to pension fund management2024 | Matematicko-fyzikální fakulta
- Multi-chronological hierarchical clustering to solve capacity expansion problems with renewable sources2021 | Matematicko-fyzikální fakulta
- Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints2021 | Matematicko-fyzikální fakulta
- Pension fund management with investment certificates and stochastic dominance2021 | Matematicko-fyzikální fakulta
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