91G10
- : An asset – liability management stochastic program of a leasing company. (English). Kybernetika, vol. 54 (2018), issue 6, pp. 1247-1263
- : Portfolio optimization for pension plans under hybrid stochastic and local volatility. (English). Applications of Mathematics, vol. 60 (2015), issue 2, pp. 197-215
- : Dynamic portfolio optimization with risk management and strategy constraints. (English). Kybernetika, vol. 50 (2014), issue 6, pp. 1032-1048
- : On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (English). Applications of Mathematics, vol. 59 (2014), issue 4, pp. 407-440
- : Optimal closing of a pair trade with a model containing jumps. (English). Applications of Mathematics, vol. 58 (2013), issue 3, pp. 249-268
- : Matematické modely oceňování amerických kupních opcí. (Czech) [Mathematical models fo American call options pricing]. Pokroky matematiky, fyziky a astronomie, vol. 55 (2010), issue 2, pp. 133-138
- : Measuring of second–order stochastic dominance portfolio efficiency. (English). Kybernetika, vol. 46 (2010), issue 3, pp. 488-500
- : A stochastic programming approach to managing liquid asset portfolios. (English). Kybernetika, vol. 46 (2010), issue 3, pp. 536-547
- : A note on the optimal portfolio problem in discrete processes. (English). Kybernetika, vol. 45 (2009), issue 4, pp. 681-688
- : Superconvergence estimates of finite element methods for American options. (English). Applications of Mathematics, vol. 54 (2009), issue 3, pp. 181-202
- : On exact null controllability of Black-Scholes equation. (English). Kybernetika, vol. 44 (2008), issue 5, pp. 685-704
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