Sona Kilianova
Sona Kilianova
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Optimal pension fund management under multi-period risk minimization
S Kilianová, GC Pflug
Annals of Operations Research 166 (1), 261-270, 2009
Dynamic accumulation model for the second pillar of the Slovak pension system
DS S Kilianová, I Melichercik
Czech Journal for Economics and Finance 11 (12), 506-521, 2006
SIR-based mathematical modeling of infectious diseases with vaccination and waning immunity
M Ehrhardt, J Gašper, S Kilianová
Journal of Computational Science 37, 101027, 2019
A transformation method for solving the Hamilton–Jacobi–Bellman equation for a constrained dynamic stochastic optimal allocation problem
S Kilianova, D Ševčovič
The ANZIAM Journal 55 (1), 14-38, 2013
Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation
S Kilianová, M Trnovská
International Journal of Computer Mathematics 93 (5), 725-734, 2016
Stochastic dynamic optimization model for pension planning
S Kilianová
Dizerta£ ná práca, Univerzita Komenského, Fakulta matematiky, fyziky a …, 2008
The second pillar of the Slovak pension system-interest rate targeting
S Kilianová
Journal of Electrical Engineering 57 (7), 51-54, 2006
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization
S Kilianova, D Sevcovic
arXiv preprint arXiv:1810.11619, 2018
Analytical and numerical methods for stock index derivative pricing
S Kilianová, D Sevcovic
J. of Electrical Engineering 55 (12/1), 1-5, 2004
Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton–Jacobi–Bellman equation
S Kilianová, D Ševčovič
Japan Journal of Industrial and Applied Mathematics 36 (2), 497-519, 2019
Riccati Transformation Method for Solving Constrained Dynamic Stochastic Optimal Allocation Problem
S Kilianová, D Ševcovic
Proceedings of the 13th International Conference on Computational and …, 2013
Dynamic and Static Strategies for the Funded Pillar of the Slovak Pension System
S Kilianova, I Melichercik, D Sevcovic
Available at SSRN 1231066, 2006
An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black–Scholes model
S Kilianová, B Letko
Risk and Decision Analysis 7 (1-2), 51-62, 2018
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