Person:586459

Available identifiers

zbMath Open vecer.janWikidataQ102230776 ScholiaQ102230776MaRDI QIDQ586459

List of research outcomes

Publication	Date of Publication	Type
Optimal liquidation problem in illiquid markets	2021-11-09	Paper
Options on a traded account: symmetric treatment of the underlying assets	2020-02-10	Paper
Pricing Asian options in a semimartingale model	2019-01-15	Paper
Risk based capital for guaranteed minimum withdrawal benefit	2018-11-19	Paper
Comparison results for highly degenerate parabolic equations with univariate convex data and optimal strategies for options on trading accounts	2017-06-14	Paper
Asian options on the harmonic average	2015-04-16	Paper
BLACK-SCHOLES REPRESENTATION FOR ASIAN OPTIONS	2014-08-11	Paper
VALUING CALLABLE AND PUTABLE REVENUE-PERFORMANCE-LINKED PROJECT BACKED SECURITIES	2010-09-16	Paper
Portfolio sensitivity to changes in the maximum and the maximum drawdown	2010-08-05	Paper
https://portal.mardi4nfdi.de/entity/Q3561030	2010-05-17	Paper
Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups	2009-07-29	Paper
PDE methods for maximum drawdown	2009-04-28	Paper
Drawdowns preceding rallies in the Brownian motion model	2007-05-09	Paper
Insider Trading in Convergent Markets	2005-10-27	Paper
The mean comparison theorem cannot be extended to the Poisson case	2005-04-04	Paper
Options on a traded account: Vacation calls, vacation puts and passport options	2001-03-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Jan Večeř