The following pages link to Jan Večeř (Q586459):
Displaying 17 items.
- (Q163408) (redirect page) (← links)
- (Q2242362) (redirect page) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885) (← links)
- VALUING CALLABLE AND PUTABLE REVENUE-PERFORMANCE-LINKED PROJECT BACKED SECURITIES (Q2786035) (← links)
- BLACK-SCHOLES REPRESENTATION FOR ASIAN OPTIONS (Q2875730) (← links)
- Drawdowns preceding rallies in the Brownian motion model (Q3437396) (← links)
- (Q3561030) (← links)
- Portfolio sensitivity to changes in the maximum and the maximum drawdown (Q3577150) (← links)
- PDE methods for maximum drawdown (Q3622840) (← links)
- Risk based capital for guaranteed minimum withdrawal benefit (Q4555091) (← links)
- Pricing Asian options in a semimartingale model (Q4610222) (← links)
- The mean comparison theorem cannot be extended to the Poisson case (Q4660544) (← links)
- Options on a traded account: symmetric treatment of the underlying assets (Q5215436) (← links)
- Asian options on the harmonic average (Q5245894) (← links)
- Insider Trading in Convergent Markets (Q5700150) (← links)
- Options on a traded account: Vacation calls, vacation puts and passport options (Q5926467) (← links)