Children
Sign in to add trainee| Olympia Hadjiliadis | grad student | 2005 | Columbia |
| Libor Pospisil | grad student | 2008 | Columbia |
| Petr Novotny | grad student | 2010 | Columbia |
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Publications
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| Vecer J. (2019) Dynamic Scoring: Probabilistic Model Selection Based on Utility Maximization. Entropy (Basel, Switzerland). 21 |
| Feng R, Vecer J. (2016) Risk based capital for guaranteed minimum withdrawal benefit Quantitative Finance. 1-8 |
| Vecer J. (2014) Black-scholes representation for asian options Mathematical Finance. 24: 598-626 |
| Pospisil L, Vecer J. (2010) Portfolio sensitivity to changes in the maximum and the maximum drawdown Quantitative Finance. 10: 617-627 |
| Pospisil L, Vecer J, Hadjiliadis O. (2009) Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups Stochastic Processes and Their Applications. 119: 2563-2578 |
| Pospisil L, Vecer J. (2008) PDE methods for maximum drawdown Journal of Computational Finance. 12: 59-76 |
| Vecer J, Xu M. (2004) Pricing Asian options in a semimartingale model Quantitative Finance. 4: 170-175 |