Author: Dostál, Petr

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
Dostál, Petr; Klůjová, Jana: Log-optimal investment in the long run with proportional transaction costs when using shadow prices. (English). Kybernetika, vol. 51 (2015), issue 4, pp. 588-628
Dostál, Petr: Optimal trading strategies with transaction costs paid only for the first stock. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 47 (2006), issue 2, pp. 43-72
Štěpán, Josef; Dostál, Petr: The $dX(t)=Xb(X)dt+X\sigma(X)dW$ equation and financial mathematics. I. (English). Kybernetika, vol. 39 (2003), issue 6, pp. [653]-680
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
Dostál, Petr: A note on weak convergence on martingale measures. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 43 (2002), issue 1, pp. 3-12
Fikar, Miroslav; Engell, Sebastian; Dostál, Petr: Design of predictive LQ controller. (English). Kybernetika, vol. 35 (1999), issue 4, pp. [459]-472

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