Sona Kilianová

Publication Activity (10 Years)

Years Active: 2009-2019
Publications (10 Years): 4

Top Topics

Black Scholes Model

Infectious Disease

Portfolio Optimization

Mathematical Modeling

Top Venues

J. Comput. Sci.

Risk Decis. Anal.

Int. J. Comput. Math.

Publications

Matthias Ehrhardt, Ján Gasper, Sona Kilianová
SIR-based mathematical modeling of infectious diseases with vaccination and waning immunity. J. Comput. Sci. 37 (2019)
Sona Kilianová, Boris Letko
An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black-Scholes model. Risk Decis. Anal. 7 (1-2) (2018)
Sona Kilianová, Daniel Sevcovic
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization. Kybernetika 54 (6) (2018)
Sona Kilianová, Mária Trnovská
Robust portfolio optimization via solution to the Hamilton-Jacobi-Bellman equation. Int. J. Comput. Math. 93 (5) (2016)
Sona Kilianová, Georg Ch. Pflug
Optimal pension fund management under multi-period risk minimization. Ann. Oper. Res. 166 (1) (2009)