Optimal pension fund management under multi-period risk minimization. - Sona Kilianová; Georg Ch. Pflug (Ann. Oper. Res., 2009)

Robust portfolio optimization via solution to the Hamilton-Jacobi-Bellman equation. - Sona Kilianová; Mária Trnovská (Int. J. Comput. Math., 2016)

Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization. - Sona Kilianová; Daniel Sevcovic (Kybernetika, 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)

SIR-based mathematical modeling of infectious diseases with vaccination and waning immunity. - Matthias Ehrhardt 001; Ján Gasper; Sona Kilianová (J. Comput. Sci., 2019)