Article

Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2023). Simplified calculus for semimartingales: Multiplicative compensators and changes of measure. Stochastic Processes and their Applications,

Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2022). Simplified stochastic calculus via semimartingale representations. Electronic Journal of Probability, 27, pp. 1-32. doi: 10.1214/21-EJP729

Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2021). Pure-jump semimartingales. Bernoulli: a journal of mathematical statistics and probability, 27(4), pp. 2624-2648. doi: 10.3150/21-BEJ1325

Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2020). Simplified stochastics calculus with applications in Economics and Finance. European Journal of Operational Research, doi: 10.1016/j.ejor.2020.12.037

Working Paper

Černý, A. & Ruf, J. (2019). Pure-jump semimartingales. City, University of London.

Černý, A. & Ruf, J. Finance Without Brownian Motions: An Introduction To Simplified Stochastic Calculus. .