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Tomáš Tichý
Tomáš Tichý
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Title
Cited by
Cited by
Year
International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions
A Kresta, T Tichy
Finance a Uver 62 (2), 141, 2012
2432012
Financial Modeling
I Miao
2192012
Finanční modely
Z Zmeškal, T Tichý, J Hančlová
Ekopress, 2004
1792004
Wrapper ANFIS-ICA method to do stock market timing and feature selection on the basis of Japanese Candlestick
S Barak, JH Dahooie, T Tichý
Expert Systems with Applications 42 (23), 9221-9235, 2015
822015
Financial models
Z Zmeškal, D Dluhošová, T Tichý
VSB-Technical University, Faculty of Economics, 2004
762004
Two alternative approaches for selecting performance measures in data envelopment analysis
M Toloo, T Tichý
Measurement 65, 29-40, 2015
702015
A smoothing filter based on fuzzy transform
M Holčapek, T Tichý
Fuzzy sets and systems 180 (1), 69-97, 2011
422011
Lévy Processes in Finance: Selected applications with theoretical background
T Tichý
VŠB-TU Ostrava, 2011
422011
Simulace Monte Carlo ve financích: Aplikace při ocenění jednoduchých opcí
T Tichý
VŠB-TU Ostrava, 2010
302010
Lattice Models: Pricing and Hedging at (in) complete Markets
T Tichý
VŠB-Technical University of Ostrava, 2008
302008
Finanční modely: koncepty, metody, aplikace
Z Zmeškal, D Dluhošová, T Tichý
Ekopress, 2013
292013
Financial modeling
M Kopa, R D'Ecclesia, T Tichy
Finance a Uver-Czech Journal of Economics and Finance 62 (2), 104-105, 2012
292012
Finanční deriváty: typologie finančních derivátů, podkladové procesy, oceňovací modely
T Tichý
VŠB-Technická univerzita Ostrava, 2006
242006
DG method for numerical pricing of multi-asset Asian options—the case of options with floating strike
J Hozman, T Tichý
Applications of Mathematics 62 (2), 171-195, 2017
222017
Concordance measures and second order stochastic dominance-portfolio efficiency analysis
M Kopa, T Tichý
Technická univerzita v Liberci, 2012
222012
Network tail risk estimation in the European banking system
G Torri, R Giacometti, T Tichý
Journal of Economic Dynamics and Control 127, 104125, 2021
212021
On the impact of semidefinite positive correlation measures in portfolio theory
S Ortobelli, T Tichý
Annals of Operations Research 235, 625-652, 2015
212015
Theoretical and practical motivations for the use of the moving average rule in the stock market
N Kouaissah, D Orlandini, S Ortobelli, T Tichý
IMA Journal of Management Mathematics 31 (1), 117-138, 2020
182020
Posouzení odhadu měnového rizika portfolia pomocí Lévyho modelů
T Tichý
Vysoká škola ekonomická v Praze, 2010
182010
Portfolio selection strategy for fixed income markets with immunization on average
S Ortobelli, S Vitali, M Cassader, T Tichý
Annals of Operations Research 260, 395-415, 2018
172018
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