Dynamic Scoring: Probabilistic Model Selection Based on Utility Maximization von Vecer, Jan

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Optimal liquidation problem in illiquid markets von Sadoghi, Amirhossein, Vecer, Jan

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On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution von Navratil, Robert, Taylor, Stephen, Vecer, Jan

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Efficiency testing of prediction markets: Martingale approach, likelihood ratio and Bayes factor analysis von Richard, Mark, Večeř, Jan

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Risk based capital for guaranteed minimum withdrawal benefit von Feng, Runhuan, Vecer, Jan

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On equity market inefficiency during the COVID-19 pandemic von Navratil, Robert, Taylor, Stephen, Vecer, Jan

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Pricing Asian options in a semimartingale model von Vecer, Jan, Xu, Mingxin

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BLACK-SCHOLES REPRESENTATION FOR ASIAN OPTIONS von Vecer, Jan

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Asian options on the harmonic average von Vecer, Jan

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Portfolio sensitivity to changes in the maximum and the maximum drawdown von Pospisil, Libor, Vecer, Jan

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Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups von Pospisil, Libor, Vecer, Jan, Hadjiliadis, Olympia

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Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects von Chiara, Nicola, Garvin, Michael J, Vecer, Jan

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On Probabilistic Excitement of Sports Games von Vecer, Jan, Ichiba, Tomoyuki, Laudanovic, Mladen

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Stochastic Finance von Jan Vecer

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Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions von Taylor, Stephen, Glasgow, Scott, Taylor, James, Vecer, Jan

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Stochastic finance: a numeraire approach von Vecer, Jan

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Options on a traded account: symmetric treatment of the underlying assets von Vecer, J., Kampen, J., Navratil, R.

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Drawdowns preceding rallies in the Brownian motion model von Hadjiliadis, Olympia, Večeř, Jan

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Estimating the Effect of the Red Card in Soccer: When to Commit an Offense in Exchange for Preventing a Goal Opportunity von Vecer, Jan, Kopriva, Frantisek, Ichiba, Tomoyuki

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The mean comparison theorem cannot be extended to the Poisson case von Večeř, Jan, Xu, Mingxin

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