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3 116 (0,138s) •

Project

Robust numerical schemes for pricing of selected options under various market conditions (GA16-09541S)

The proposed project will deal with the development, theoretical analysis, implementation and testing of new numerical methods for pricing of selected options under of efficiency measured by robustness with respect to various types of op...

AH - Ekonomie

  • 2016 - 2018
    • •
  • 6 894 tis. Kč
    • •
  • 5 967 tis. Kč
    • •
  • GA ČR
Project

Stress-path dependence of soil stiffness parameters (OC C7.30)

Laboratory modelling of stress paths typical in soil structure interaction in urban civil engineering. Laboratory measurement of soil stiffness dependent on stress level. Instrumentation for small strain measurement in triaxial appa...

JM - Inženýrské stavitelství

  • 1996 - 2002
    • •
  • 1 381 tis. Kč
    • •
  • 1 000 tis. Kč
    • •
  • MŠMT
Project

The Revenge of History? An Examination of the Historical Roots of Childcare, Healthcare and Elderly Care Policies in the Czech Republic. (GA403/09/1182)

and the sick, to investigate to what extent Czech policies today are caused by this path dependency. By understanding more clearly how path dependency might prevent the Czech. Once these decisions were made, count...

AO - Sociologie, demografie

  • 2009 - 2011
    • •
  • 2 272 tis. Kč
    • •
  • 2 272 tis. Kč
    • •
  • GA ČR
Project

Advanced Econometric Models for Option Pricing II – AdEMOP2 (GA21-10768S)

asset by estimating the implied volatility (IV) of options. However, the natural of the volatility smile when progressing towards the maturity date) artificial options with a constant maturity are introduced. The IV of the artific...

Applied mathematics

  • 2021 - 2023
    • •
  • 4 395 tis. Kč
    • •
  • 4 395 tis. Kč
    • •
  • GA ČR
Project

Institutions, Myths and Beliefs An Investigation of the Influence of Path Dependency on the Contemporary Discourses on Childcare in the Czech Republic, Sweden and France (IAA700280901)

and France. It uses both an institutionalist analysis of path dependency (focusing...

AO - Sociologie, demografie

  • 2009 - 2011
    • •
  • 1 673 tis. Kč
    • •
  • 1 673 tis. Kč
    • •
  • AV ČR
Project

Paths development in traditional industries in old industrial regions in Czechia governance, actors, institutions and leadership. (GA18-11299S)

from endogenous barriers as well, which could be conceptualized as negative path dependency and weak economic governance. The main aim of the research project is to explore the main drivers of long-term paths development ...

Cultural and economic geography

  • 2018 - 2021
    • •
  • 3 432 tis. Kč
    • •
  • 3 432 tis. Kč
    • •
  • GA ČR
Project

Modelling of processes on financial markets and prediction of firm default by real options (GA15-20405S)

for solving pricing problems of compound options with time-dependent free boundaries of optimal exercising. This procedure is used for analysis and pricing of real options default by real options approach. Pricing...

AH - Ekonomie

  • 2015 - 2018
    • •
  • 985 tis. Kč
    • •
  • 985 tis. Kč
    • •
  • GA ČR
Project

Advanced Econometric Models for Option Pricing – AdEMOP (GJ18-00522Y)

This project proposes a new innovative approach to econometric modeling of the implied volatility of options over time, where the implied volatility is considered to be a function of the strike price and the time to maturity. The project ma...

Economic Theory

  • 2018 - 2021
    • •
  • 3 362 tis. Kč
    • •
  • 3 362 tis. Kč
    • •
  • GA ČR
Project

Progress in quantitative phase imaging achieved with cutting-edge technologies for transformation of geometric phase of light (GA18-01396S)

The dynamic phase of light associated with the optical path length is essential for basic concepts of optics and advanced optical experiments. With pioneering technologies developed recently, the geometric phase determined by the optical

Optics (including laser optics and quantum optics)

  • 2018 - 2020
    • •
  • 6 584 tis. Kč
    • •
  • 5 563 tis. Kč
    • •
  • GA ČR
Project

Modular application for complex penetration tests realization and IT security management (TJ04000456)

to manage security tests (project creation, option of tests, assignment of testers modules (eg testing of Path traversal vulnerability, realization of Dictionary file......

Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

  • 2020 - 2022
    • •
  • 7 599 tis. Kč
    • •
  • 6 411 tis. Kč
    • •
  • TA ČR
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