Petr Veverka

  1. Veverka Petr :  Pricing of Real Options Based on Exponential Mean Reverting Processes: Finite differences method for pricing of Real Options based on exponential mean reverting processes of underlying asset, LAP LAMBERT Academic Publishing, (Saarbrücken 2010) [2010]

  1. Orrieri C., Tessitore G., Veverka Petr :  Ergodic maximum principle for stochastic systems , Applied Mathematics and Optimization vol.79, 3 (2019), p. 567-591 [2019] Download Download DOI: 10.1007/s00245-017-9448-7

  1. Veverka Petr :  Backward stochastic differential equations and its application to stochastic control , Stochastic and Physical Monitoring Systems 2010 - Proceedings, p. 181-189 , Eds: Hobza Tomáš, Stochastic and Physical Monitoring Systems 2010, (Děčín, CZ, 27.06.2010-03.07.2010) [2010] Download