Prohlížení dle autora "Vitali, Sebastiano"
-
Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints
Domínguez, Ruth; Vitali, Sebastiano; Carrión, Miguel; Moriggia, Vittorio (Energy Economics. 2021, vol. 101, art. no. 105438.) -
Analysis of Complex Portfolio Strategies with Return Approximation Techniques
Neděla, David (Disertační práce, 2023) -
Analysis of Selected Jet Fuel Price Hedging Strategies
Maciková, Viktória (Diplomová práce, 2022) -
Implied volatility and state price density estimation: arbitrage analysis
Kopa, Miloš; Vitali, Sebastiano; Tichý, Tomáš; Hendrych, Radek (Computational Management Science. 2017, vol. 14, issue 4, p. 559-583.) -
Multi-chronological hierarchical clustering to solve capacity expansion problems with renewable sources
Domínguez, Ruth; Vitali, Sebastiano (Energy. 2021, vol. 227. art. no. 120491.) -
Pension fund management with hedging derivatives, stochastic dominance and nodal contamination
Moriggia, Vittorio; Kopa, Miloš; Vitali, Sebastiano (Omega. 2019, vol. 87, special issue, p. 127-141.) -
Portfolio selection strategy for fixed income markets with immunization on average
Ortobelli, Sergio; Vitali, Sebastiano; Cassader, Marco; Tichý, Tomáš (Annals of Operations Research. 2018, vol. 260, issue 1-2, p. 395-415.) -
State price density estimation for options with dividend yields
Vitali, Sebastiano; Kopa, Miloš; Tichý, Tomáš (Ekonomická revue. 2017, roč. 20, č. 3, s. 81-89 : il.) -
Verification of Hedging Strategies Against Cryptocurrency Fluctuations
Carbolová, Pavlína (Diplomová práce, 2023)