Aleš Černý

7 published titles

Mathematical techniques in finance : tools for incomplete markets

2 editions

The risk of optimal, continuously rebalanced hedging strategies and its efficient evaluation via Fourier transform

1 edition

Introduction to fast fourier transform in finance

1 edition

Dynamic programming and mean-variance edging in discrete time

1 edition

The theory of good-deal pricing in financial markets

1 edition

Generalised Sharpe ratios and asset pricing in incomplete markets

1 edition

Optimal continuous-time hedging with leptokurtic returns

1 edition