SIR-based mathematical modeling of infectious diseases with vaccination and waning immunity von Ehrhardt, Matthias, Gašper, Ján, Kilianová, Soňa

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Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton–Jacobi–Bellman equation von Kilianová, Soňa, Ševčovič, Daniel

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Optimal pension fund management under multi-period risk minimization von Kilianová, Soňa, Pflug, Georg Ch

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Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio von Kilianová, Soňa, Ševčovič, Daniel

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A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System von Sevcovic, Daniel, KILIÁNOVÁ, Soňa, MELICHERČÍK, Igor

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Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization von Kilianová, Soňa, Ševčovič, Daniel

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Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi Bellman equation von Kilianova, Sona, Sevcovic, Daniel

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Expected Utility Maximization and Conditional Value-at-Risk Deviation-based Sharpe Ratio in Dynamic Stochastic Portfolio Optimization von Kilianova, Sona, Sevcovic, Daniel

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Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi Bellman equation von Kilianova, Sona, Sevcovic, Daniel

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Expected Utility Maximization and Conditional Value-at-Risk Deviation-based Sharpe Ratio in Dynamic Stochastic Portfolio Optimization von Kilianova, Sona, Sevcovic, Daniel

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Transformation Method for Solving Hamilton-Jacobi-Bellman Equation for Constrained Dynamic Stochastic Optimal Allocation Problem von Kilianova, Sona, Sevcovic, Daniel

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Transformation Method for Solving Hamilton-Jacobi-Bellman Equation for Constrained Dynamic Stochastic Optimal Allocation Problem von Kilianova, Sona, Sevcovic, Daniel

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