S. Kilianová

Riccati Transformation Method for Solving Constrained Dynamic Stochastic Optimal Allocation Problem

D. Ševčovič, S. Kilianová, 2013 .

Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton–Jacobi–Bellman equation

D. Ševčovič, Sona Kilianová, S. Kilianová, 2019, Japan Journal of Industrial and Applied Mathematics.

Dynamic and Static Strategies for the Funded Pillar of the Slovak Pension System

D. Ševčovič, Sona Kilianová, I. Melichercík, 2006 .

Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization

Sona Kilianová, Daniel Sevcovic, D. Ševčovič, 2018, Kybernetika.

Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation

Sona Kilianová, Mária Trnovská, M. Trnovská, 2016, Int. J. Comput. Math..

A TRANSFORMATION METHOD FOR SOLVING THE HAMILTON–JACOBI–BELLMAN EQUATION FOR A CONSTRAINED DYNAMIC STOCHASTIC OPTIMAL ALLOCATION PROBLEM

D. Ševčovič, Sona Kilianová, S. Kilianová, 2013, The ANZIAM Journal.

An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black-Scholes model

Sona Kilianová, Boris Letko, S. Kilianová, 2018, Risk and Decision Analysis.

SIR-based mathematical modeling of infectious diseases with vaccination and waning immunity

Matthias Ehrhardt, Ján Gašper, Soňa Kilianová, 2019, J. Comput. Sci..