This book focuses on selected methods of applied mathematics that are aimed at
mathematical optimization, with an emphasis on their application in engineering practice. It …

The monograph focuses on the selected methods of applied mathematics aimed at
mathematical optimization methods that have an important place in scientific research and in …

The monograph is devoted to the problems of European economic integration. The research
is based on two approaches. One of them is the analysis of the effectiveness of the creation …

The monograph is devoted to the problems of European economic integration. The research
is based on two approaches. One of them is the analysis of the effectiveness of the creation …

The focus of this thesis is on the application of conditional Value-at-Risk to the optimal
portfolio selection problem. In particular, portfolios of real assets are analyzed, the …

Abstrakt ZÁKOPČAN, Michal: Matematické spracovanie lineárne-kvadratickej aproximácie v
RBC modeloch, Dizertačná práca, Univerzita Komenského v Bratislave, Fakulta matematiky …

Each portfolio optimization problem is a trade off between minimizing risk and maximizing
expected returns. In this paper we consider a multistage portfolio optimization, where the risk …

HOLOS, Matúš: Mean-Variance Hedging for Exotic Options [Master thesis], Comenius
University Bratislava, Faculty of Mathematics, Physics and Informatics, Department of …

Reconstruction of 3-D Image from Stereo Pictures with Digital Filters Page 1 Reconstruction of
3-D Image from Stereo Pictures with Digital Filters Martin Brezňan, Roman Jarina …

In this thesis we are concerned with the development of numerical schemes for solving the
stochastic control problems and the related Hamilton-Jacobi-Bellman (HJB) equations. In …