The Box-Jenkins approach to time series analysis and forecasting : principles and applications
The completion of real-asset markets by options.
The convergence of the core of a fuzzy exchange economy
This paper focuses on a new model called fuzzy exchange economy (FXE), which integrates fuzzy consumption, fuzzy initial endowment and the agent’s fuzzy preference (vague attitude) in the fuzzy consumption set. Also, the existence of the fuzzy competitive equilibrium for the FXE is verified through a related pure exchange economy. We define a core-like concept (called weak fuzzy core) of the FXE and prove that any fuzzy competitive allocation belongs to the weak fuzzy core. The fuzzy replica economy,...
The cover pebbling theorem.
The equation and financial mathematics. I
The existence of a weak solution and the uniqueness in law are assumed for the equation, the coefficients and being generally -progressive processes. Any weak solution is called a -stock price and Girsanov Theorem jointly with the DDS Theorem on time changed martingales are applied to establish the probability distribution of in in the special case of a diffusion volatility A martingale option pricing method is presented.
The equation and financial mathematics. II
This paper continues the research started in [J. Štěpán and P. Dostál: The equation and financial mathematics I. Kybernetika 39 (2003)]. Considering a stock price born by the above semilinear SDE with we suggest two methods how to compute the price of a general option . The first, a more universal one, is based on a Monte Carlo procedure while the second one provides explicit formulas. We in this case need an information on the two dimensional distributions of for where is the exponential...
The Determination of Timing and Technology Level of an Abatement Investment
The development of population in the Czechoslovak Republic
The discrete Beverton-Holt model with periodic harvesting in a periodically fluctuating environment.
The emergence of bull and bear dynamics in a nonlinear model of interacting markets.
The equal split-off set for cooperative games
In this paper the equal split-off set is introduced as a new solution concept for cooperative games. This solution is based on egalitarian considerations and it turns out that for superadditive games the equal split-off set is a subset of the equal division core. Moreover, the proposed solution is single valued on the class of convex games and it coincides with the Dutta-Ray constrained egalitarian solution.
The equivalence of three social decision functions
The even-odd hat problem
We answer a question of C. Hardin and A. Taylor concerning a hat-guessing game.
The evolution of nonlinear dynamics in political science and public administration: Methods, modeling and momentum.
The existence of globally stable price mechanisms for pure exchange models with upper semicontinuous multivalued excess demand
The Firm-Bank Interaction Regime and "Softness"
The first player wins the one-colour triangle avoidance game on 16 vertices
We consider the one-colour triangle avoidance game. Using a high performance computing network, we showed that the first player can win the game on 16 vertices.
The game as a contract and the “risicum" in the work of Olivi. (Le jeu comme contrat et le risicum chez Olivi.)
The game of Cutblock.
The game of Double-Silver on intervals.