Jan Vecer

Publication Activity (10 Years)

Years Active: 2000-2022
Publications (10 Years): 3

Top Topics

Utility Maximization

Top Venues

Eur. J. Oper. Res.

Publications

Robert Navratil, Stephen Taylor, Jan Vecer
On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution. Eur. J. Oper. Res. 302 (3) (2022)
Amirhossein Sadoghi, Jan Vecer
Optimal liquidation problem in illiquid markets. Eur. J. Oper. Res. 296 (3) (2022)
Jan Vecer
Dynamic Scoring: Probabilistic Model Selection Based on Utility Maximization. Entropy 21 (1) (2019)
Steven E. Shreve, Jan Vecer
Options on a traded account: Vacation calls, vacation puts and passport options. Finance Stochastics 4 (3) (2000)