Martin Jandačka

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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!

PublicationDate of PublicationType
Endogenous leverage and asset pricing in double auctions
Journal of Economic Dynamics and Control
2018-08-13Paper
Portfolio selection with transaction costs under expected shortfall constraints
Computational Management Science
2009-10-23Paper
scientific article; zbMATH DE number 5305359 (Why is no real title available?)2008-07-29Paper
On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile
Journal of Applied Mathematics
2006-06-30Paper


Research outcomes over time


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