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• Dostál, Petr: Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients. (English). Kybernetika, vol. 58 (2022), issue 6, pp. 903-959
• Hozman, Jiří; Tichý, Tomáš: Option valuation under the VG process by a DG method. (English). Applications of Mathematics, vol. 66 (2021), issue 6, pp. 857-886
• He, Xin-Jiang; Chen, Wenting: An approximation formula for the price of credit default swaps under the fast-mean reversion volatility model. (English). Applications of Mathematics, vol. 64 (2019), issue 3, pp. 367-382
• Hozman, Jiří; Tichý, Tomáš; Vlasák, Miloslav: DG method for pricing European options under Merton jump-diffusion model. (English). Applications of Mathematics, vol. 64 (2019), issue 5, pp. 501-530
• Zhang, Yong-Chao: Entry-exit decisions with implementation delay under uncertainty. (English). Applications of Mathematics, vol. 63 (2018), issue 4, pp. 399-422
• Hozman, Jiří; Tichý, Tomáš: DG method for numerical pricing of multi-asset Asian options—the case of options with floating strike. (English). Applications of Mathematics, vol. 62 (2017), issue 2, pp. 171-195
• Hozman, Jiří; Tichý, Tomáš: DG method for the numerical pricing of two-asset European-style Asian options with fixed strike. (English). Applications of Mathematics, vol. 62 (2017), issue 6, pp. 607-632
• Šmíd, Martin; Kopa, Miloš: Dynamic model of market with uninformed market maker. (English). Kybernetika, vol. 53 (2017), issue 5, pp. 922-958
• Šmíd, Martin: Probabilistic properties of the continuous double auction. (English). Kybernetika, vol. 48 (2012), issue 1, pp. 50-82
• Holčapek, Michal; Tichý, Tomaš: A probability density function estimation using F-transform. (English). Kybernetika, vol. 46 (2010), issue 3, pp. 447-458
• Raubenheimer, Helgard; Kruger, Machiel F.: A stochastic programming approach to managing liquid asset portfolios. (English). Kybernetika, vol. 46 (2010), issue 3, pp. 536-547
• Štěpán, Josef; Dostál, Petr: The $dX(t)=Xb(X)dt+X\sigma(X)dW$ equation and financial mathematics. II. (English). Kybernetika, vol. 39 (2003), issue 6, pp. [681]-701
• Podtiaguine, N.: Quelques remarques sur la méthode de Lidston dans l'assurance sur la vie. I. (French) [Some remarks on the method of Lidston in life insurance]. Aktuárské vědy, vol. 7 (1938), issue 3, pp. 114-122
• Podtiaguine, N.: Quelques remarques sur la méthode de Lidston dans l'assurance sur la vie. II. (French) [Some remarks on the method of Lidston in life insurance]. Aktuárské vědy, vol. 7 (1938), issue 4, pp. 142-154