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Sona Kilianová

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Journal Articles

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2019
[j5]
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  dblp key:
  - journals/jocs/EhrhardtGK19
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  persistent URL:
  - https://dblp.org/rec/journals/jocs/EhrhardtGK19
Matthias Ehrhardt, Ján Gasper, Sona Kilianová:
SIR-based mathematical modeling of infectious diseases with vaccination and waning immunity. J. Comput. Sci. 37 (2019)
2018
[j4]
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  - journals/kybernetika/KilianovaS18
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  - https://dblp.org/rec/journals/kybernetika/KilianovaS18
Sona Kilianová, Daniel Sevcovic:
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization. Kybernetika 54(6): 1167-1183 (2018)
[j3]
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  - journals/rda/KilianovaL18
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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): 51-62 (2018)
2016
[j2]
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  - journals/ijcm/KilianovaT16
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Sona Kilianová, Mária Trnovská:
Robust portfolio optimization via solution to the Hamilton-Jacobi-Bellman equation. Int. J. Comput. Math. 93(5): 725-734 (2016)
2009
[j1]
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  - journals/anor/KilianovaP09
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Sona Kilianová, Georg Ch. Pflug:
Optimal pension fund management under multi-period risk minimization. Ann. Oper. Res. 166(1): 261-270 (2009)

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