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On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution
Navratil, Robert
;
Taylor, Stephen
;
Večeř, Jan
- In:
European journal of operational research : EJOR
302
(
2022
)
3
,
pp. 1215-1229
Persistent link: https://www.econbiz.de/10013363847
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Optimal liquidation problem in illiquid markets
Sadoghi, Amirhossein
;
Večeř, Jan
- In:
European journal of operational research : EJOR
296
(
2022
)
3
,
pp. 1050-1066
Persistent link: https://www.econbiz.de/10013256904
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