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Optimal continuous-time hedging with Leptokurtic returns
Černý, Aleš - In: Mathematical finance : an international journal of … 17 (2007) 2, pp. 175-203
Persistent link: https://www.econbiz.de/10003543119
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Introduction to fast fourier transform in finance
Černý, Aleš - In: The journal of derivatives : the official publication … 12 (2004) 1, pp. 73-88
Persistent link: https://www.econbiz.de/10002210965
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Generalised sharpe ratios and asset pricing in incomplete markets
Černý, Aleš - In: European finance review : the official journal of the … 7 (2003) 2, pp. 191-233
Persistent link: https://www.econbiz.de/10001776741
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Mathematical techniques in finance : tools for incomplete markets
Černý, Aleš - 2004
Persistent link: https://www.econbiz.de/10001789961
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Dynamic programming and mean-variance hedging in discrete time
Černý, Aleš - In: Applied mathematical finance 11 (2004) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10002001536
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Mathematical techniques in finance : tools for incomplete markets
Černý, Aleš - 2004
Persistent link: https://www.econbiz.de/10004384597
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Discrete-time quadratic hedging of barrier options in exponential Lévy model
Černý, Aleš - In: Advanced modelling in mathematical finance : in honour …, (pp. 257-275). 2016
Persistent link: https://www.econbiz.de/10011800380
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Mathematical techniques in finance : tools for incomplete markets
Černý, Aleš - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10004944124
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Mathematical techniques in finance : tools for incomplete markets
Černý, Aleš - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003858376
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Convex duality and Orlicz spaces in expected utility maximization
Biagini, Sara; Černý, Aleš - In: Mathematical Finance 30 (2019) 1, pp. 85-127
Persistent link: https://www.econbiz.de/10012095177