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Improving economic efficiency of public-private partnerships for infrastructure development flexibility analysis in a highly uncertain context

Dong, Feng; Chiara, Nicola - In: The journal of structured finance 16 (2010) 1, pp. 87-99

Persistent link: https://www.econbiz.de/10003983773

Stochastic finance : a numeraire approach

Večeř, Jan - 2011

Persistent link: https://www.econbiz.de/10008810532

Insider trading in convergent markets

Jonsson, Mattias; Večeř, Jan - In: Applied mathematical finance 12 (2005) 3, pp. 243-252

Persistent link: https://www.econbiz.de/10003149524

Options on a traded account : vacation calls, vacation puts and passport options

Shreve, Steven E.; Večeř, Jan - In: Finance and stochastics 4 (2000) 3, pp. 255-274

Persistent link: https://www.econbiz.de/10001487062

On equity market inefficiency during the COVID-19 pandemic

Navratil, Robert; Taylor, Stephen; Večeř, Jan - In: International review of financial analysis 77 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012805948

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

Efficiency testing of prediction markets : martingale approach, likelihood ratio and Bayes factor analysis

Richard, Mark; Večeř, Jan - In: Risks : open access journal 9 (2021) 2/31, pp. 1-20

This paper studies efficient market hypothesis in prediction markets and the results are illustrated for the in-play football betting market using the quoted odds for the English Premier League. Our analysis is based on the martingale property, where the last quoted probability should be the...

Persistent link: https://www.econbiz.de/10012426965

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

Long and Plosser meet Bewley and Lucas

Dong, Feng; Wen, Yi - In: Journal of monetary economics 102 (2019), pp. 70-92

Persistent link: https://www.econbiz.de/10012264880

The perils of credit booms

Dong, Feng; Miao, Jianjun; Wang, Pengfei - In: Economic theory : official journal of the Society for … 66 (2018) 4, pp. 819-861

Persistent link: https://www.econbiz.de/10012010916