Tomáš Tichý

  1. Vitali Sebastiano, Tichý Tomáš, Kopa Miloš :  The arbitrage inconsistencies of implied volatility extraction in connection to calendar bandwidth , Proceedings of 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, p. 1405-1409, International Scientific Conference Financial management of firms and financial institutions Ostrava 2015 /10./, (Ostrava, CZ, 07.09.2015-08.09.2015) [2015] Download
  2. Kopa Miloš, Vitali Sebastiano, Tichý Tomáš :  On the implied volatility extraction and the selection of suitable kernel , Proceedings of the 2015 International Conference on Computer Science and Intelligent Communication 2015 (CSIC 2015), p. 456-459 , Eds: Ding Juan, 2015 International Conference on Computer Science and Intelligent Communication, (Zhengzhou, CN, 18.07.2015-19.07.2015) [2015] Download DOI: 10.2991/csic-15.2015.111
  3. Tichý Tomáš, Kopa Miloš, Vitali S. :  On the pricing of illiquid options with Black-Scholes formula , Proceedings of Managing and Modelling of Financial Risks, p. 807-815 , Eds: Čulík Miroslav, Řízení a modelování finančních rizik, (Ostrava, CZ, 08.09.2014-09.09.2014) [2014] Download