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Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Jan Večeř · Study

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Jan Večeř

7 works· latest 2009· 2 institutionscluster: provisionalORCID 0000-0002-1501-4646

h-index7

i107

Citations735

Works here7

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Most cited in this library

A new PDE approach for pricing arithmetic average Asian options2001 · 266 citations
Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects2007 · 168 citations
Pricing Asian options in a semimartingale model2004 · 93 citations
Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups2009 · 59 citations
Portfolio sensitivity to changes in the maximum and the maximum drawdown2009 · 54 citations

Works

7 shown

Portfolio sensitivity to changes in the maximum and the maximum drawdown

Quantitative Finance·2009·2 authors

54citations

Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups

Stochastic Processes and their Applications·2009·3 authors·Open access

59citations

Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects

Journal of Infrastructure Systems·2007·3 authors

168citations

Drawdowns preceding rallies in the Brownian motion model

Quantitative Finance·2006·2 authors

42citations

Pricing Asian options in a semimartingale model

Quantitative Finance·2004·2 authors·Open access

93citations

A new PDE approach for pricing arithmetic average Asian options

The Journal of Computational Finance·2001·1 author

266citations

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

Finance and Stochastics·2000·2 authors

53citations