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Bibliography

GA13-25911S

  1. Kabašinskas A., Šutienė K., Kopa Miloš, Valakevičius E. :  The risk-return profile of Lithuanian private pension funds , Ekonomska Istrazivanja vol.30, 1 (2017), p. 1611-1630 [2017] Download DOI: 10.1080/1331677X.2017.1383169
  2. Adam Lukáš, Outrata Jiří, Roubíček Tomáš :  Identification of some nonsmooth evolution systems with illustration on adhesive contacts at small strains , Optimization vol.66, 12 (2017), p. 2025-2049 [2017] Download DOI: 10.1080/02331934.2015.1111364
  3. Branda Martin, Kopa Miloš :  DEA models equivalent to general Nth order stochastic dominance efficiency tests , Operations Research Letters vol.44, 2 (2016), p. 285-289 [2016] Download DOI: 10.1016/j.orl.2016.02.007
  4. Zapletal F., Šmíd Martin :  Mean-risk optimal decision of a steel company under emission control , Central European Journal of Operations Research vol.24, 2 (2016), p. 435-454 [2016] Download DOI: 10.1007/s10100-015-0430-7
  5. Kopa Miloš, Tichý T. :  No-Arbitrage Condition of Option Implied Volatility and Bandwidth Selection , The Anthropologist: international journal of contemporary and applied studies of man vol.17, 3 (2014), p. 751-755 [2014] Download

  1. Vitali Sebastiano, Tichý Tomáš, Kopa Miloš :  The arbitrage inconsistencies of implied volatility extraction in connection to calendar bandwidth , Proceedings of 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, p. 1405-1409, International Scientific Conference Financial management of firms and financial institutions Ostrava 2015 /10./, (Ostrava, CZ, 07.09.2015-08.09.2015) [2015] Download
  2. Tichý T., Kopa Miloš, Vitali S. :  The Bandwidth Selection in Connection to Option Implied Volatility Extraction , Proceedings of the 12th International Conference Liberec Economic Forum 2015, p. 201-208 , Eds: Kocourek Aleš, 12th International Conference Liberec Economic Forum 2015, (Liberec, CZ, 16.09.2015-17.09.2015) [2015] Download
  3. Kopa Miloš, Vitali Sebastiano, Tichý Tomáš :  On the implied volatility extraction and the selection of suitable kernel , Proceedings of the 2015 International Conference on Computer Science and Intelligent Communication 2015 (CSIC 2015), p. 456-459 , Eds: Ding Juan, 2015 International Conference on Computer Science and Intelligent Communication, (Zhengzhou, CN, 18.07.2015-19.07.2015) [2015] Download DOI: 10.2991/csic-15.2015.111
  4. Šmíd Martin :  Model of Risk and Losses of a Multigeneration Mortgage Portfolio , 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, p. 1274-1278 , Eds: Šmíd Martin, International Scientific Conference Financial management of firms and financial institutions Ostrava /10./, (Ostrava, CZ, 07.09.2015-08.09.2015) [2015] Download
  5. Tichý Tomáš, Kopa Miloš, Vitali S. :  On the pricing of illiquid options with Black-Scholes formula , Proceedings of Managing and Modelling of Financial Risks, p. 807-815 , Eds: Čulík Miroslav, Řízení a modelování finančních rizik, (Ostrava, CZ, 08.09.2014-09.09.2014) [2014] Download
  6. Sutiene K., Kabasinskas A., Strebeika D., Kopa Miloš, Reichardt R. :  ESTIMATION OF VAR AND CVAR FROM FINANCIAL DATA USING SIMULATED ALPHA-STABLE RANDOM VARIABLES , 28th European Simulation and Modelling Conference Proceedings, p. 159-163 , Eds: Brito A.C., Tavares J.M., de Oliveira C.B., 28th European Simulation and Modelling Conference, (FEUP - University of Porto, PT, 22.10.2014-24.10.2014) [2014] Download