Options on a traded account: Vacation calls, vacation puts and passport options. - Steven E. Shreve; Jan Vecer (Finance Stochastics, 2000)

Dynamic Scoring: Probabilistic Model Selection Based on Utility Maximization. - Jan Vecer (Entropy, 2019)

On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution. - Robert Navratil; Stephen Taylor 003; Jan Vecer (Eur. J. Oper. Res., 2022)

Optimal liquidation problem in illiquid markets. - Amirhossein Sadoghi; Jan Vecer (Eur. J. Oper. Res., 2022)