Soňa Kilianová

Available identifiers

zbMath Open kilianova.sonaMaRDI QIDQ1026571

List of research outcomes

Publication	Date of Publication	Type
Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation	2019-08-15	Paper
An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black–Scholes model	2019-03-12	Paper
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio	2019-03-01	Paper
Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation	2016-07-19	Paper
A TRANSFORMATION METHOD FOR SOLVING THE HAMILTON–JACOBI–BELLMAN EQUATION FOR A CONSTRAINED DYNAMIC STOCHASTIC OPTIMAL ALLOCATION PROBLEM	2014-01-29	Paper
Optimal pension fund management under multi-period risk minimization	2009-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3440314	2007-05-22	Paper
https://portal.mardi4nfdi.de/entity/Q3024967	2005-07-04	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Soňa Kilianová