Kamil Kladívko

According to our database, Kamil Kladívko authored at least 2 papers between 2020 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

A discrete-time model that weakly converges to a continuous-time geometric Brownian motion with Markov switching drift rate.

Vitaliy Golomoziy, Yuliya Mishura, Kamil Kladívko

Frontiers Appl. Math. Stat., 2024

2020

Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point.

Vicky Henderson, Kamil Kladívko, Michael Monoyios, Christoph Reisinger

SIAM J. Financial Math., 2020