| 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 | 69 | 2019 |
| 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 | 32 | 2006 |
| Optimal pension fund management under multi-period risk minimization S Kilianová, GC Pflug Annals of Operations Research 166, 261-270, 2009 | 30 | 2009 |
| 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 | 25 | 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 | 12 | 2016 |
| Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization S Kilianová, D Sevcovic arXiv preprint arXiv:1810.11619, 2018 | 8 | 2018 |
| Stochastic dynamic optimization models for pension planning S Kilianová Dizerta£ ná práca, Univerzita Komenského, Fakulta matematiky, fyziky a …, 2008 | 6 | 2008 |
| The second pillar of the Slovak pension system-interest rate targeting S Kilianová Journal of Electrical Engineering 57 (7), 51-54, 2006 | 5 | 2006 |
| 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, 497-519, 2019 | 4 | 2019 |
| Analytical and numerical methods for stock index derivative pricing S Kilianová, D Sevcovic J. of Electrical Engineering 55 (12/1), 1-5, 2004 | 2 | 2004 |
| 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 | 1 | 2018 |
| 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 | 1 | 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 | 1 | 2006 |
Daniel SevcovicComenius University in Bratislava在 fmph.uniba.sk 的电子邮件经过验证
