S. Kilianová

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation Japan Journal of Industrial and Applied Mathematics	2019-08-15	Paper
An empirical study on using Hurst exponent estimation methods for pricing call options by fractional Black-Scholes model Risk and Decision Analysis	2019-03-12	Paper
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization. Kybernetika	2019-03-01	Paper
Robust portfolio optimization via solution to the Hamilton-Jacobi-Bellman equation International Journal of Computer Mathematics	2016-07-19	Paper
A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem The ANZIAM Journal	2014-01-29	Paper
Optimal pension fund management under multi-period risk minimization Annals of Operations Research	2009-06-25	Paper
scientific article; zbMATH DE number 5155840 (Why is no real title available?)	2007-05-22	Paper
scientific article; zbMATH DE number 2185766 (Why is no real title available?)	2005-07-04	Paper

Research outcomes over time

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