Jan Vecer

According to our database, Jan Vecer authored at least 4 papers between 2000 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Optimal liquidation problem in illiquid markets.

Amirhossein Sadoghi, Jan Vecer

Eur. J. Oper. Res., 2022

On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution.

Robert Navratil, Stephen Taylor, Jan Vecer

Eur. J. Oper. Res., 2022

2019

Dynamic Scoring: Probabilistic Model Selection Based on Utility Maximization.

Jan Vecer

Entropy, 2019

2000

Options on a traded account: Vacation calls, vacation puts and passport options.

Steven E. Shreve, Jan Vecer

Finance Stochastics, 2000