- Covariance structure of European option prices +12005 | Faculty of Mathematics and Physics
- Neural Networks as Semiparametric Option Pricing Tool2011 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing2017 | Faculty of Mathematics and Physics
- Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing, SFB 649 Discussion Paper 2006-069Publication without faculty affiliation
- Modeling of returns and option pricing using models with flexible volatility2003 | Faculty of Mathematics and Physics
- An estimate of risk neutral density based on european option prices2004 | Faculty of Mathematics and Physics
- Quantile LASSO with changepoints in panel data models applied to option pricing2020 | Faculty of Mathematics and Physics
- State price density estimation for options with dividend yields2018 | Faculty of Mathematics and Physics
- Pricing Cryptocurrency Options2020 | Faculty of Mathematics and Physics
- Is Barrier version of Merton model more realistic? Evidence from Europe2014 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Is Barrier version of Merton model more realistic? Evidence from EuropePublication without faculty affiliation
- Implied volatility and state price density estimation: arbitrage analysis2017 | Faculty of Mathematics and Physics
- Dynamics of state price densities2009 | Faculty of Mathematics and Physics
- Fast algorithm for nonparametric arbitrage-free SPD estimation2006 | Faculty of Mathematics and Physics
- Dynamics of state price densities, Discussion Paper 2005-021 +1Publication without faculty affiliation
- Dynamics of state price densities, KPMS Preprint 46 +1Publication without faculty affiliation
- Functional principal components of estimated SPDs2006 | Faculty of Mathematics and Physics
- Asymmetric Network Connectedness of Fears2022 | Publication without faculty affiliation
- The real option model - evolution and applications2010 | Faculty of Social Sciences
- Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression2016 | Faculty of Social Sciences
- Changepoint in dependent and non-stationary panels2020 | Faculty of Mathematics and Physics
- Quantile LASSO in arbitrage-free option markets2020 | Faculty of Mathematics and Physics
- Sustainable retirement spending: the Czech case2014 | Faculty of Mathematics and Physics
- VCRIX - A volatility index for crypto-currencies2021 | Faculty of Mathematics and Physics
- Essays on asset pricingPublication without faculty affiliation