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Discrete-time quadratic hedging of barrier options in exponential Lévy model

Černý, Aleš - In: Advanced modelling in mathematical finance : in honour …, (pp. 257-275). 2016

Persistent link: https://www.econbiz.de/10011800380

The impact of changing demographics and pensions on the demand for housing and financial assets

Černý, Aleš; Miles, David; Schmidt, Lubomir - 2005

Persistent link: https://www.econbiz.de/10003025265

On indication, strict monotonicity, and efficiency of projections in a general class of path-based data envelopment analysis models

Halická, Margaréta; Trnovská, Mária; Černý, Aleš - In: European journal of operational research : EJOR 320 (2025) 1, pp. 175-187

Persistent link: https://www.econbiz.de/10015085166

Numeraire-invariant quadratic hedging and mean-variance portfolio allocation

Černý, Aleš; Czichowsky, Christoph; Kallsen, Jan - In: Mathematics of operations research 49 (2024) 2, pp. 752-781

Persistent link: https://www.econbiz.de/10014564364

Optimal trade execution under endogenous pressure to liquidate : theory and numerical solutions

Brunovský, Pavol; Černý, Aleš; Komadel, Ján - In: European journal of operational research : EJOR 264 (2018) 3, pp. 1159-1171

Persistent link: https://www.econbiz.de/10011802354

Simplified stochastic calculus with applications in economics and finance

Černý, Aleš; Ruf, Johannes - In: European journal of operational research : EJOR 293 (2021) 2, pp. 547-560

Persistent link: https://www.econbiz.de/10012513216

Simple explicit formula for near-optimal stochastic lifestyling

Černý, Aleš; Melicherčík, Igor - In: European journal of operational research : EJOR 284 (2020) 2, pp. 769-778

Persistent link: https://www.econbiz.de/10012238805

Risk return and portfolio allocation under alternative pension systems with imperfect financial markets

Miles, David - 2001

Persistent link: https://www.econbiz.de/10013423389

A unified approach to radial, hyperbolic, and directional efficiency measurement in data envelopment analysis

Halická, Margaréta; Trnovská, Mária; Černý, Aleš - In: European journal of operational research : EJOR 312 (2024) 1, pp. 298-314

Persistent link: https://www.econbiz.de/10014456263

Mathematical Techniques in Finance : Tools for Incomplete Markets

Černý, Aleš - 2009 - Second

Originally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully...

Persistent link: https://www.econbiz.de/10014482337