Bibliografie
GA15-10331S
- Stability, Empirical Estimates and Scenario Generation in Stochastic Optimization - Applications in Finance , Kybernetika vol.53, 6 (2017), p. 1026-1046 [2017] Download DOI: 10.14736/kyb-2017-6-1026:
- Second Order Optimality in Markov Decision Chains , Kybernetika vol.53, 6 (2017), p. 1086-1099 [2017] Download DOI: 10.14736/kyb-2017-6-1086:
- Financial Stress in the Czech Republic: Measurement and Effects on the Real Economy , Prague Economic Papers vol.2017, 3 (2017), p. 257-268 [2017] Download DOI: 10.18267/j.pep.608:
- Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors , Finance a úvěr-Czech Journal of Economics and Finance vol.66, 6 (2016), p. 565-574 [2016] Download:
- Optimal Value of Loans via Stochastic Programming , Proceedings of the 35th International Conference Mathematical Methods in Economics (MME 2017), p. 313-318, MME 2017. International Conference Mathematical Methods in Economics /35./, (Hradec Králové, CZ, 20170913) [2017] Download:
- A Note on Optimal Value of Loans , 34th International Conference Mathematical Methods in Economics, p. 371-376 , Eds: Kocourek A., Vavroušek M., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download:
- Transient and Average Markov Reward Chains with Applications to Finance , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 773-778 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download:
- Scenario Generation via L-1 Norm , Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, p. 331-336, Mathematical Methods in Economics 2015 /33./, (Cheb, CZ, 09.09.2015-11.09.2015) [2015] Download:
- Second Order Optimality in Transient and Discounted Markov Decision Chains , Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, p. 731-736, Mathematical Methods in Economics 2015 /33./, (Cheb, CZ, 09.09.2015-11.09.2015) [2015] Download: