6 citations · 6 across the 2 of their papers we have counts for
2 papers
math.OC2022
The law of one price in quadratic hedging and mean-variance portfolio selection
Aleš Černý, Christoph Czichowsky
The law of one price (LOP) broadly asserts that identical financial flows should command the same price. We show that, when properly formulated, LOP is the minimal condition for a…
math.PR2020★ 6 cited
Simplified stochastic calculus via semimartingale representations
Aleš Černý, Johannes Ruf
We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and t…