- Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges2023 | Publication without faculty affiliation
- Detecting and identifying arbitrage in the spot foreign exchange market2020 | Faculty of Mathematics and Physics
- Effect of exchange-traded funds arbitrage transactions on their underlying holdingsPublication without faculty affiliation
- Implied volatility and state price density estimation: arbitrage analysis2017 | Faculty of Mathematics and Physics
- Quantile LASSO in arbitrage-free option markets2020 | Faculty of Mathematics and Physics
- Fast algorithm for nonparametric arbitrage-free SPD estimation2006 | Faculty of Mathematics and Physics
- Characterization of Arbitrage-free market2003 | Faculty of Mathematics and Physics
- Does index arbitrage distort the market reaction to shocks?Publication without faculty affiliation
- Yukos Cases and the Provisional Implementation of the Energy Charter Agreement: Arbitrage and Judicial Saga continues2018 | Faculty of Law
- Arbitrage opportunity and martingale pricing measures2002 | Publication without faculty affiliation
- Mispricing and lasting arbitrage between parallel markets in the Czech Republic. +22002 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- The no-arbitrage condition in ALM modelsPublication without faculty affiliation
- Mispricing and lasting arbitrage between parallel markets in the Czech Republic.1998 | Publication without faculty affiliation
- Arbitrage opportunities on the Czech capital market. Discussion paper 35.Publication without faculty affiliation
- Implied volatility smoothing at COVID-19 times2023 | Faculty of Mathematics and Physics
- State price density estimation for options with dividend yields2018 | Faculty of Mathematics and Physics
- Copula-based trading of cointegrated cryptocurrency pairsPublication without faculty affiliation
- Building of Scenario Tree for Asset Returns via Moment Fitting: Experience and Problems in case of ALM Model2003 | Faculty of Mathematics and Physics
- Dynamics of state price densities, Discussion Paper 2005-021 +1Publication without faculty affiliation
- Dynamics of state price densities, KPMS Preprint 46 +1Publication without faculty affiliation
- Impact of Institutions on Cross-Border Price DispersionPublication without faculty affiliation
- Impact of institutions on cross-border price dispersion2012 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Credit default swaps as credit risk mitigants2010 | Faculty of Social Sciences
- Application of Extended Kalman Filter to SPD Estimation2008 | Faculty of Mathematics and Physics
- Pricing of switchable bonds2010 | Faculty of Mathematics and Physics
- Quantile LASSO with changepoints in panel data models applied to option pricing2020 | Faculty of Mathematics and Physics
