Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Černý, Aleš"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article | Monograph
Number of items: 6.

Article

Černý, Aleš and Ruf, Johannes ORCID: 0000-0003-3616-2194 (2023) Simplified calculus for semimartingales: multiplicative compensators and changes of measure. Stochastic Processes and Their Applications, 161. pp. 572-602. ISSN 0304-4149

Černý, Aleš, Czichowsky, Christoph and Kallsen, Jan (2023) Numeraire-invariant quadratic hedging and mean–variance portfolio allocation. Mathematics of Operations Research. ISSN 0364-765X

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

Černý, Aleš and Ruf, Johannes ORCID: 0000-0003-3616-2194 (2021) Pure-jump semimartingales. Bernoulli, 27 (4). 2624 - 2648. ISSN 1350-7265

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

Monograph

Černý, Aleš, Czichowsky, Christoph and Kallsen, Jan (2021) Numeraire-invariant quadratic hedging and mean–variance portfolio allocation. .

This list was generated on Thu Mar 28 13:23:20 2024 GMT.