S. Kilianová

Available identifiers

zbMath Open kilianova.sonaMaRDI QIDQ1026571

List of research outcomes

Publication	Date of Publication	Type
Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation	2019-08-15	Paper
An empirical study on using Hurst exponent estimation methods for pricing call options by fractional Black-Scholes model	2019-03-12	Paper
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization.	2019-03-01	Paper
Robust portfolio optimization via solution to the Hamilton-Jacobi-Bellman equation	2016-07-19	Paper
A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem	2014-01-29	Paper
Optimal pension fund management under multi-period risk minimization	2009-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3440314	2007-05-22	Paper
https://portal.mardi4nfdi.de/entity/Q3024967	2005-07-04	Paper

Research outcomes over time

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