Tomáš Tichý

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
DGM for real options valuation: options to change operating scale.	2024-12-11	Paper
Evaluation of strategy portfolios	2024-05-14	Paper
An asset pricing model with accuracy-driven evolution of heterogeneous expectations	2022-12-20	Paper
Hybrid dynamics of multi-species resource exploitation	2022-01-06	Paper
Option valuation under the VG process by a DG method.	2021-12-10	Paper
Network tail risk estimation in the European banking system	2021-11-16	Paper
Theoretical and practical motivations for the use of the moving average rule in the stock market	2020-09-30	Paper
The discontinuous Galerkin method for discretely observed Asian options	2020-09-16	Paper
DG method for pricing European options under Merton jump-diffusion model.	2019-12-18	Paper
On the use of conditional expectation in portfolio selection problems	2019-03-06	Paper
Improved online algorithms for buffer management in QoS switches	2018-11-05	Paper
On the impact of conditional expectation estimators in portfolio theory	2018-10-10	Paper
Implied volatility and state price density estimation: arbitrage analysis	2018-10-10	Paper
DG framework for pricing European options under one-factor stochastic volatility models	2018-07-26	Paper
DG method for the numerical pricing of two-asset European-style Asian options with fixed strike.	2018-04-18	Paper
Portfolio selection strategy for fixed income markets with immunization on average	2018-03-02	Paper
Asymptotic multivariate dominance: a financial application	2017-09-18	Paper
On the impact of various formulations of the boundary condition within numerical option valuation by DG method	2017-07-19	Paper
DG method for numerical pricing of multi-asset Asian options -- the case of options with floating strike.	2017-07-03	Paper
On the impact of semidefinite positive correlation measures in portfolio theory	2016-03-09	Paper
Asymptotic stochastic dominance rules for sums of i.i.d. random variables	2016-02-29	Paper
Statistical analysis of a smoothing filter based on fuzzy transform	2013-01-15	Paper
A smoothing filter based on fuzzy transform	2012-06-19	Paper
A probability density function estimation using F-transform	2010-08-20	Paper
Randomized strategies for the plurality problem	2009-03-04	Paper
Online Scheduling of Equal‐Length Jobs: Randomization and Restarts Help	2008-01-03	Paper
Online competitive algorithms for maximizing weighted throughput of unit jobs	2007-11-05	Paper
STACS 2004	2007-10-01	Paper
Automata, Languages and Programming	2005-08-24	Paper
Algorithms – ESA 2004	2005-08-18	Paper
It is tough to be a plumber	2004-10-27	Paper
https://portal.mardi4nfdi.de/entity/Q4737209	2004-08-11	Paper
Randomized on-line scheduling on three processors.	2004-01-05	Paper
Preemptive scheduling in overloaded systems.	2003-08-19	Paper
https://portal.mardi4nfdi.de/entity/Q4163574	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5665385	1972-01-01	Paper

Research outcomes over time

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