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Items where Author is "Brunovsky, P."

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Brunovsky, P., Černý, A. and Komadel, J. (2018). Optimal Trade Execution Under Endogenous Pressure to Liquidate: Theory and Numerical Solutions. European Journal of Operational Research, 264(3), pp. 1159-1171. doi: 10.1016/j.ejor.2017.07.054

Brunovsky, P., Černý, A. and Winkler, M. (2017). Erratum to: A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics. Applied Mathematics and Optimization, 75(1), p. 149. doi: 10.1007/s00245-016-9398-5

Brunovsky, P., Černý, A. and Winkler, M. (2013). A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics. Applied Mathematics & Optimization, 68(2), pp. 255-274. doi: 10.1007/s00245-013-9205-5

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