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1

Introduction to Fast Fourier Transform in Finance

Journal:

The Journal of Derivatives

Year:

2004

Language:

english

File:

PDF, 377 KB

english, 2004

2

Dynamic programming and mean‐variance hedging in discrete time

Journal:

Applied Mathematical Finance

Year:

2004

Language:

english

File:

PDF, 272 KB

english, 2004

3

HEDGING BY SEQUENTIAL REGRESSIONS REVISITED

Aleš Černý, Jan Kallsen

Journal:

Mathematical Finance

Year:

2009

Language:

english

File:

PDF, 252 KB

english, 2009

4

MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION

Aleš Černý, Jan Kallsen

Journal:

Mathematical Finance

Year:

2008

Language:

english

File:

PDF, 195 KB

english, 2008

5

Mathematical Techniques in Finance (Tools for Incomplete Markets) || 9. Martingales and Change of Measure in Finance

Year:

2009

Language:

english

File:

PDF, 195 KB

english, 2009

6

Characterization of the oblique projector with application to constrained least squares

Journal:

Linear Algebra and its Applications

Year:

2009

Language:

english

File:

PDF, 142 KB

english, 2009

7

A COUNTEREXAMPLE CONCERNING THE VARIANCE-OPTIMAL MARTINGALE MEASURE

Aleš Černý, Jan Kallsen

Journal:

Mathematical Finance

Year:

2008

Language:

english

File:

PDF, 106 KB

english, 2008

8

OPTIMAL CONTINUOUS-TIME HEDGING WITH LEPTOKURTIC RETURNS

Journal:

Mathematical Finance

Year:

2007

Language:

english

File:

PDF, 222 KB

english, 2007

9

On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility

Aleš Černý, Fabio Maccheroni, Massimo Marinacci, Aldo Rustichini

Journal:

Journal of Mathematical Economics

Year:

2012

Language:

english

File:

PDF, 288 KB

english, 2012

10

A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics

Pavol Brunovský, Aleš Černý, Michael Winkler

Journal:

Applied Mathematics & Optimization

Year:

2013

Language:

english

File:

PDF, 690 KB

english, 2013

11

[IEEE 2012 35th International Spring Seminar on Electronics Technology (ISSE) - Bad Aussee, Austria (2012.05.9-2012.05.13)] 2012 35th International Spring Seminar on Electronics Technology - Design of a singlet oxygen generator based on LED emitters

Freisleben, Jaroslav, Hamacek, Ales, Vik, Robert, Cerny, Jiri, Kroupa, Michael, Dzugan, Tomas

Year:

2012

Language:

english

File:

PDF, 262 KB

english, 2012

12

An improved convolution algorithm for discretely sampled Asian options

Černý, Aleš, Kyriakou, Ioannis

Journal:

Quantitative Finance

Year:

2011

Language:

english

File:

PDF, 180 KB

english, 2011

13

Erratum to: A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics

Brunovský, Pavol, Černý, Aleš, Winkler, Michael

Journal:

Applied Mathematics & Optimization

Year:

2017

Language:

english

File:

PDF, 291 KB

english, 2017

14

Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions

Brunovský, Pavol, Černý, Aleš, Komadel, Ján

Journal:

European Journal of Operational Research

Year:

2017

Language:

english

File:

PDF, 1.76 MB

english, 2017

15

Mathematical Techniques in Finance (Tools for Incomplete Markets) || 7. Fast Fourier Transform

Year:

2009

Language:

english

File:

PDF, 212 KB

english, 2009

16

p19-Targeting ILP Protein Blockers of IL-23/Th-17 Pro-Inflammatory Axis Displayed on Engineered Bacteria of Food Origin

Škrlec, Katja, Zadravec, Petra, Hlavničková, Marie, Kuchař, Milan, Vaňková, Lucie, Petroková, Hana, Křížová, Lucie, Černý, Jiří, Berlec, Aleš, Malý, Petr

Journal:

International Journal of Molecular Sciences

Year:

2018

Language:

english

File:

PDF, 2.72 MB

english, 2018

17

Dynamic Programming and Mean-Variance Hedging in Discrete Time

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 337 KB

english, 2003

18

Introduction to Fast Fourier Transform in Finance

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 284 KB

english, 2006

19

On the Structure of General Mean-Variance Hedging Strategies

Cerny, Ales, Kallsen, Jan

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 346 KB

english, 2005

20

[IEEE 2018 IEEE 20th International Conference on e-Health Networking, Applications and Services (Healthcom) - Ostrava, Czech Republic (2018.9.17-2018.9.20)] 2018 IEEE 20th International Conference on e-Health Networking, Applications and Services (Healthcom) - Sensor based solution for cranial remodeling orthosis

Halfar, R., Foltyn, J., Oczka, D., Cerny, M., Rosicky, Jiri, Rosicky, Jan, Grygar, Ales

Year:

2018

Language:

english

File:

PDF, 734 KB

english, 2018

21

Market Value Margin via Mean-Variance Hedging

Tsanakas, Andreas, Wuthrich, Mario V., Cerny, Ales

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 223 KB

english, 2012

22

Use of a new pneumatic system to support capillary microperfusion in surgical wound healing: an animal model

Mejzlik, Jan, Skoloudik, Lukas, Cerny, Michal, Ryska, Ales, Radochova, Vera, Pellantova, Vera, Chrobok, Viktor

Journal:

Journal of Wound Care

Year:

2019

Language:

english

File:

PDF, 2.64 MB

english, 2019

23

Currency crises: introduction of spot speculators

Journal:

International Journal of Finance & Economics

Year:

1999

Language:

english

File:

PDF, 208 KB

english, 1999

24

Stable Triazenes Derived from 2-Alkylaminonaphthalenes and 5-Nitrobenzo[c]-1,2-thiazole-3-diazonium Hydrogensulfate

Josef Přikryl, Vladimír Macháček, Petr Jansa, Markéta Svobodová, Aleš Růžička, Petr Nachtigall, Michal Černý

Journal:

European Journal of Organic Chemistry

Year:

2008

Language:

english

File:

PDF, 304 KB

english, 2008

25

Effect of pozzolanic admixtures on mechanical, thermal and hygric properties of lime plasters

Robert Černý, Aleš Kunca, Vratislav Tydlitát, Jaroslava Drchalová, Pavla Rovnaníková

Journal:

Construction and Building Materials

Year:

2006

Language:

english

File:

PDF, 206 KB

english, 2006

26

Preface

Peter Bank, Aleš Černý

Journal:

Review of Derivatives Research

Year:

2009

Language:

english

File:

PDF, 47 KB

english, 2009

27

Risk, Return and Portfolio Allocation under Alternative Pension Systems with Incomplete and Imperfect Financial Markets

David Miles, Aleš Černý

Journal:

The Economic Journal

Year:

2006

Language:

english

File:

PDF, 259 KB

english, 2006

28

Hepatoprotective effect of curcumin in lipopolysaccharide/-galactosamine model of liver injury in rats: Relationship to HO-1/CO antioxidant system

Dalibor Černý, Nataša Lekić, Kateřina Váňová, Lucie Muchová, Aleš Hořínek, Eva Kmoníčková, Zdeněk Zídek, Ludmila Kameníková, Hassan Farghali

Journal:

Year:

2011

Language:

english

File:

PDF, 352 KB

english, 2011

29

Effects of resveratrol pretreatment on tert-butylhydroperoxide induced hepatocyte toxicity in immobilized perifused hepatocytes: Involvement of inducible nitric oxide synthase and hemoxygenase-1

Dalibor Černý, Nikolina Kutinová Canová, Jindřich Martínek, Aleš Hořínek, Eva Kmoníčková, Zdeněk Zídek, Hassan Farghali

Journal:

Year:

2009

Language:

english

File:

PDF, 527 KB

english, 2009

30

Resveratrol attenuates lipopolysaccharide-induced hepatitis in d-galactosamine sensitized rats: Role of nitric oxide synthase 2 and heme oxygenase-1

Hassan Farghali, Dalibor Černý, Ludmila Kameníková, Jindřich Martínek, Aleš Hořínek, Eva Kmoníčková, Zdeněk Zídek

Journal:

Year:

2009

Language:

english

File:

PDF, 986 KB

english, 2009

31

Admissible Strategies in Semimartingale Portfolio Selection

Biagini, Sara, Černý, Aleš

Journal:

SIAM Journal on Control and Optimization

Year:

2011

Language:

english

File:

PDF, 389 KB

english, 2011

32

Effectiveness of transoral laser microsurgery for precancerous lesions and early glottic cancer guided by analysis of voice quality

Bahannan, Abdulrahman Ali, Slavíček, Aleš, Černý, Libor, Vokřal, Jan, Valenta, Zdenek, Lohynska, Radka, Chovanec, Martin, Betka, Jan

Journal:

Year:

2014

Language:

english

File:

PDF, 86 KB

english, 2014

33

MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING

Tsanakas, Andreas, Wüthrich, Mario V., Černý, Aleš

Journal:

Year:

2013

Language:

english

File:

PDF, 469 KB

english, 2013

34

The impact of changing demographics and pensions on the demand for housing and financial assets

ČERNÝ, ALEŠ, MILES, DAVID, SCHMIDT, L'UBOMÍR

Journal:

Journal of Pension Economics and Finance

Year:

2010

Language:

english

File:

PDF, 401 KB

english, 2010

35

Hydrovisbreaking of vacuum residue from Russian Export Blend: influence of brown coal, light cycle oil, or naphtha addition

Hidalgo-Herrador, José Miguel, Vráblík, Aleš, Jíša, Petr, Černý, Radek, Hamerníková, Jana

Journal:

Chemical Papers

Year:

2015

Language:

english

File:

PDF, 288 KB

english, 2015

36

Needle fragment embolism into the right ventricle: a rare cause of chest pain case report and literature review

Danek, Barbara Anna, Kuchynka, Petr, Palecek, Tomas, Cerny, Vladimir, Hlavacek, Karel, Lambert, Lukas, Nemecek, Eduard, Podzimkova, Jana, Linhart, Ales

Journal:

Wiener klinische Wochenschrift

Year:

2016

Language:

english

File:

PDF, 343 KB

english, 2016

37

Coronary CT angiography

Kuchynka, Petr, Lambert, Lukáš, Černý, Vladimír, Marek, Josef, Ambrož, David, Danek, Barbara Anna, Linhart, Aleš

Journal:

Year:

2015

Language:

english

File:

PDF, 1.22 MB

english, 2015

38

A rare case of regressively changed lipomatous hypertrophy of the interatrial septum presenting with anemia and recurrent fever

Rob, Daniel, Kuchynka, Petr, Palecek, Tomas, Cerny, Vladimir, Masek, Martin, Vitkova, Ivana, Rucklova, Zuzana, Nemecek, Eduard, Zogala, David, Linhart, Ales

Journal:

Cardiovascular Pathology

Year:

2016

Language:

english

File:

PDF, 1.16 MB

english, 2016

39

Risk, Return and Portfolio Allocation under Alternative Pension Systems with Incomplete and Imperfect Financial Markets

David Miles and Aleš Černý

Journal:

The Economic Journal

Year:

2006

Language:

english

File:

PDF, 3.43 MB

english, 2006

40

Effect of waste tires addition on a low-temperature hydrovisbreaking process of vacuum residue

Hidalgo-Herrador, José M., Vráblík, Aleš, Černý, Radek, Jíša, Petr, Hamerníková, Jana

Journal:

Chemical Papers

Year:

2017

Language:

english

File:

PDF, 536 KB

english, 2017

41

Erratum to: Effect of waste tires addition on a low-temperature hydrovisbreaking process of vacuum residue

Hidalgo-Herrador, José M., Vráblík, Aleš, Černý, Radek, Jíša, Petr, Hamerníková, Jana

Journal:

Chemical Papers

Year:

2017

File:

PDF, 322 KB

2017

42

Titania sol-gel coatings containing silver on newly developed TiSi alloys and their antibacterial effect

Horkavcová, Diana, Novák, Pavel, Fialová, Iva, Černý, Martin, Jablonská, Eva, Lipov, Jan, Ruml, Tomáš, Helebrant, Aleš

Journal:

Materials Science and Engineering: C

Year:

2017

Language:

english

File:

PDF, 1.02 MB

english, 2017

43

Block of NMDA receptor channels by endogenous neurosteroids: implications for the agonist induced conformational states of the channel vestibule

Vyklicky, Vojtech, Krausova, Barbora, Cerny, Jiri, Balik, Ales, Zapotocky, Martin, Novotny, Marian, Lichnerova, Katarina, Smejkalova, Tereza, Kaniakova, Martina, Korinek, Miloslav, Petrovic, Milos, Ka

Journal:

Scientific Reports

Year:

2015

Language:

english

File:

PDF, 1.59 MB

english, 2015

44

Reality of surgical treatment of atrial fibrillation in the Czech Republic – Data from the National Register of Cardiac Surgery (2010–2015)

Budera, Petr, Kurfirst, Vojtech, Cerny, Stepan, Nemec, Petr, Pirk, Jan, Lindner, Jaroslav, Rohn, Vilem, Mokracek, Ales, Hajek, Tomas, Pojar, Marek, Brat, Radim, Santavy, Petr, Branny, Piotr, Benesova,

Journal:

Year:

2017

Language:

english

File:

PDF, 617 KB

english, 2017

45

Heart Failure Caused by Misdiagnosed Subaortic Stenosis in Adulthood: Lesson for Daily Practice

Dostálová, Gabriela, Hlubocká, Zuzana, Paleček, Tomáš, Černý, Vladimír, Grus, Tomáš, Lindner, Jaroslav, Linhart, Aleš

Journal:

The Annals of Thoracic Surgery

Year:

2017

Language:

english

File:

PDF, 300 KB

english, 2017

46

RGB histograms as a reliable tool for the evaluation of fuel oils stability

Vráblík, Aleš, Hidalgo-Herrador, José M., Černý, Radek

Journal:

Year:

2018

Language:

english

File:

PDF, 782 KB

english, 2018

47

Mathematical Techniques in Finance (Tools for Incomplete Markets) || 10. Brownian Motion and Itô Formulae

Year:

2009

Language:

english

File:

PDF, 187 KB

english, 2009

48

Mathematical Techniques in Finance (Tools for Incomplete Markets) || 4. Numerical Techniques for Optimal Portfolio Selection in Incomplete Markets

Year:

2009

Language:

english

File:

PDF, 191 KB

english, 2009

49

Mathematical Techniques in Finance (Tools for Incomplete Markets) || Index

Year:

2009

Language:

english

File:

PDF, 234 KB

english, 2009

50

Mathematical Techniques in Finance (Tools for Incomplete Markets) || 3. Risk and Return in the One-Period Model

Year:

2009

Language:

english

File:

PDF, 271 KB

english, 2009