Items where Author is "Černý, Aleš"

Number of items: 7.
Article
  • Numeraire-invariant quadratic hedging and mean–variance portfolio allocation. Černý, Aleš and Czichowsky, Christoph and Kallsen, Jan picture_as_pdf
  • Pure-jump semimartingales. Černý, Aleš and Ruf, Johannes picture_as_pdf
  • Simplified calculus for semimartingales:multiplicative compensators and changes of measure. Černý, Aleš and Ruf, Johannes picture_as_pdf
  • Simplified stochastic calculus via semimartingale representations. Černý, Aleš and Ruf, Johannes picture_as_pdf
  • Simplified stochastic calculus with applications in economics and finance. Černý, Aleš and Ruf, Johannes picture_as_pdf
  • The law of one price in quadratic hedging and mean–variance portfolio selection. Černý, Aleš and Czichowsky, Christoph picture_as_pdf
    • Working paper
  • Numeraire-invariant quadratic hedging and mean–variance portfolio allocation. Černý, Aleš and Czichowsky, Christoph and Kallsen, Jan picture_as_pdf