Sona Kilianová

According to our database, Sona Kilianová authored at least 5 papers between 2009 and 2019.

Collaborative distances:

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

2019

SIR-based mathematical modeling of infectious diseases with vaccination and waning immunity.

Matthias Ehrhardt, Ján Gasper, Sona Kilianová

J. Comput. Sci., 2019

2018

An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black-Scholes model.

Sona Kilianová, Boris Letko

Risk Decis. Anal., 2018

Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization.

Sona Kilianová, Daniel Sevcovic

Kybernetika, 2018

2016

Robust portfolio optimization via solution to the Hamilton-Jacobi-Bellman equation.

Sona Kilianová, Mária Trnovská

Int. J. Comput. Math., 2016

2009

Optimal pension fund management under multi-period risk minimization.

Sona Kilianová, Georg Ch. Pflug

Ann. Oper. Res., 2009