Vadym Omelchenko
Kaňková Vlasta
,
Omelchenko Vadym
:
Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric
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Kybernetika vol.54, 6 (2018), p. 1231-1246
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19th Joint Czech -German-Slovak Conference on Mathematical Methods in Economy and Industry (MMEI), (Jindřichův Hradec, CZ, 20180604)
[2018]
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DOI:
10.14736/kyb-2018-6-1231
Omelchenko Vadym
,
Kaňková Vlasta
:
Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints
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Acta Mathematica Universitas Comenianae vol.84, 2 (2015), p. 267-281
[2015]
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Omelchenko Vadym
:
Parameter estimation of sub-Gaussian stable distributions
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Kybernetika vol.50, 6 (2014), p. 929-949
[2014]
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DOI:
10.14736/kyb-2014-6-0929
Omelchenko Vadym
:
Behavior and Convergence of Wasserstein Metric in the Framework of Stable Distributions
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Bulletin of the Czech Econometric Society vol.2012, 30 (2012), p. 124-138
[2012]
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Omelchenko Vadym
:
Elliptical Stable Distributions
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Mathematical Methods in Economics 2010 , Eds: Houda Michal, Friebelova Jana
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Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010)
[2010]
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