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Generalised sharpe ratios and asset pricing in incomplete markets
Černý, Aleš
- In:
European finance review : the official journal of the …
7
(
2003
)
2
,
pp. 191-233
Persistent link: https://www.econbiz.de/10001776741
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2
Mathematical techniques in finance : tools for incomplete markets
Černý, Aleš
-
2004
Persistent link: https://www.econbiz.de/10001789961
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3
Dynamic programming and mean-variance hedging in discrete time
Černý, Aleš
- In:
Applied mathematical finance
11
(
2004
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10002001536
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4
Introduction to fast fourier transform in finance
Černý, Aleš
- In:
The journal of derivatives : the official publication …
12
(
2004
)
1
,
pp. 73-88
Persistent link: https://www.econbiz.de/10002210965
Saved in:
5
Mathematical techniques in finance : tools for incomplete markets
Černý, Aleš
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003858376
Saved in:
6
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
Saved in:
7
Currency crises : introduction of spot speculators
Černý, Aleš
- In:
International journal of finance & economics : IJFE
4
(
1999
)
1
,
pp. 75-90
Persistent link: https://www.econbiz.de/10001434268
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8
Antidumping constraints and trade elimination
Černý, Aleš
- In:
Swiss journal of economics and statistics
131
(
1995
)
3
,
pp. 441-452
Persistent link: https://www.econbiz.de/10001192853
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9
Growth and business cycles in Czechoslovakia according to the basic neoclassical RBC model
Černý, Aleš
;
Lazarová, Stěpána
-
1994
Persistent link: https://www.econbiz.de/10000889783
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10
The theory of good-deal pricing in financial markets
Černý, Aleš
;
Hodges, Stewart D.
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 175-202)
.
2002
Persistent link: https://www.econbiz.de/10001679442
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