Authors: Halická, Margaréta, Trnovská, Mária, Černý, Aleš

Superior Title: In European Journal of Operational Research 1 January 2024 312(1):298-314

Authors: Černý, Aleš, Ruf, Johannes

Superior Title: In Stochastic Processes and their Applications July 2023 161:572-602

Authors: Černý, Aleš¹ (AUTHOR) ales.cerny.1@city.ac.uk, Czichowsky, Christoph² (AUTHOR) c.czichowsky@lse.ac.uk, Kallsen, Jan³ (AUTHOR) kallsen@math.uni-kiel.de

Superior Title: Mathematics of Operations Research. May2024, Vol. 49 Issue 2, p752-781. 30p.

Subject Terms: *HEDGING (Finance)

Authors: Černý, Aleš, Ruf, Johannes

Superior Title: In European Journal of Operational Research 1 September 2021 293(2):547-560

Authors: Černý, Aleš, Ruf, Johannes

Subject Terms: QA Mathematics

File Description: text

Relation: http://eprints.lse.ac.uk/112929/3/21_EJP729_1_.pdf; Černý, Aleš and Ruf, Johannes orcid:0000-0003-3616-2194 (2022) Simplified stochastic calculus via semimartingale representations. Electronic Journal of Probability, 27. 1 - 32. ISSN 1083-6489

Availability: http://eprints.lse.ac.uk/112929/
http://eprints.lse.ac.uk/112929/3/21_EJP729_1_.pdf
https://projecteuclid.org/journals/electronic-journal-of-probability

Authors: Halická, Margaréta, Trnovská, Mária, Černý, Aleš

Subject Terms: Mathematics - Optimization and Control, Statistics - Methodology, 90C08, 90C25

Relation: http://arxiv.org/abs/2210.03687; European Journal of Operational Research 312(1), 298-314, 2024

Availability: https://doi.org/10.1016/j.ejor.2023.06.039
http://arxiv.org/abs/2210.03687

Authors: Černý, Aleš, Czichowsky, Christoph

Subject Terms: Mathematics - Optimization and Control, Quantitative Finance - Portfolio Management

Relation: http://arxiv.org/abs/2210.15613

Availability: http://arxiv.org/abs/2210.15613

Authors: Černý, Aleš, Melicherčík, Igor

Superior Title: In European Journal of Operational Research 16 July 2020 284(2):769-778

Authors: Černý, Aleš

Subject Terms: president, feast, ritual, collective memory, Czechoslovakia 1919–1953, celebrations, Auxiliary Historical Sciences, History

File Description: text/pdf

Relation: https://digilib.phil.muni.cz/en/handle/11222.digilib/115304; https://digilib.phil.muni.cz/_flysystem/fedora/pdf/144277.pdf; https://hdl.handle.net/11222.digilib/144277

Availability: https://hdl.handle.net/11222.digilib/144277

Authors: Brunovský, Pavol, Černý, Aleš, Komadel, Ján

Superior Title: In European Journal of Operational Research 1 February 2018 264(3):1159-1171

Authors: Miles, David, Černý, Aleš

Superior Title: The Economic Journal, 2006 Apr 01. 116(511), 529-557.

Access URL: https://www.jstor.org/stable/3590430

Authors: Černý, Aleš

Subject Terms: Quantitative Finance - Portfolio Management, Economics - General Economics, Quantitative Finance - General Finance, Quantitative Finance - Mathematical Finance, 91B02, 91B16, 91G10, 60G51

Relation: http://arxiv.org/abs/2007.15980

Availability: http://arxiv.org/abs/2007.15980

Authors: Černý, Aleš, Ruf, Johannes

Subject Terms: Mathematics - Probability, Quantitative Finance - Mathematical Finance, 60E10, 60G07, 60G44, 60G48, 60G51, 60H05, 60H30, 91G10

Relation: http://arxiv.org/abs/2006.12765; Stochastic Processes and Their Applications 161, 572-602, 2023

Availability: https://doi.org/10.1016/j.spa.2023.04.010
http://arxiv.org/abs/2006.12765

Authors: Černý, Aleš, Ruf, Johannes

Subject Terms: Mathematics - Probability, Quantitative Finance - Mathematical Finance, 60G07, 60G44, 60G48, 60H05

Relation: http://arxiv.org/abs/2006.11914; Electronic Journal of Probability, 27, article no. 3, 1-32, 2022

Availability: https://doi.org/10.1214/21-EJP729
http://arxiv.org/abs/2006.11914

Authors: Černý, Aleš, Ruf, Johannes

Subject Terms: QA Mathematics, HB Economic Theory

File Description: text

Relation: http://eprints.lse.ac.uk/108156/1/SSRN_id3500384.pdf; Černý, Aleš and Ruf, Johannes orcid:0000-0003-3616-2194 (2020) Simplified stochastic calculus with applications in economics and finance. European Journal of Operational Research. ISSN 0377-2217

Availability: http://eprints.lse.ac.uk/108156/
http://eprints.lse.ac.uk/108156/1/SSRN_id3500384.pdf
https://www.sciencedirect.com/journal/european-journal-of-operational-research

Authors: Černý, Aleš^Aff3

Contributors: Kallsen, Jan, editor^Aff1, Papapantoleon, Antonis, editor^Aff2

Superior Title: Advanced Modelling in Mathematical Finance : In Honour of Ernst Eberlein. 189:257-275

Authors: Černý, Aleš, Czichowsky, Christoph, Kallsen, Jan

Subject Terms: QA Mathematics

File Description: text

Relation: http://eprints.lse.ac.uk/119695/1/2023_04_07_NumeraireMOR_final.pdf; Černý, Aleš, Czichowsky, Christoph and Kallsen, Jan (2023) Numeraire-invariant quadratic hedging and mean–variance portfolio allocation. Mathematics of Operations Research. ISSN 0364-765X

Availability: http://eprints.lse.ac.uk/119695/
http://eprints.lse.ac.uk/119695/1/2023_04_07_NumeraireMOR_final.pdf
https://pubsonline.informs.org/journal/moor

This result is not displayed to guests.
Login for full access.

Authors: Černý, Aleš, Ruf, Johannes

Subject Terms: Quantitative Finance - Mathematical Finance, Mathematics - Probability, (Primary) 60H05, 60H10, 60G44, 60G48, (Secondary) 91B02, 91B25, 91G10

Relation: http://arxiv.org/abs/1912.03651; European Journal of Operational Research 293(2), 547-560, 2021

Availability: https://doi.org/10.1016/j.ejor.2020.12.037
http://arxiv.org/abs/1912.03651

Authors: Černý, Aleš, Ruf, Johannes

Subject Terms: Mathematics - Probability, 60H05, 60G07, 60G48, 60G51

Relation: http://arxiv.org/abs/1909.03020; Bernoulli 27(4), 2624-2648, 2021

Availability: https://doi.org/10.3150/21-BEJ1325
http://arxiv.org/abs/1909.03020