| Analytické a numerické metódy oceňovania finančných derivátov D Ševčovič, B Stehliková, K Mikula Dostupné na:< http://www. iam. fmph. uniba. sk/institute/sevcovic/skripta …, 2009 | 27 | 2009 |
| An effective approximation for zero-coupon bonds and Arrow–Debreu prices in the Black–Karasinski model B Stehlíková, L Capriotti International Journal of Theoretical and Applied Finance 17 (06), 1450037, 2014 | 25 | 2014 |
| APPROXIMATE FORMULAE FOR PRICING ZERO-COUPON BONDS AND THEIR ASYMPTOTIC ANALYSIS. B Stehlikova International Journal of Numerical Analysis & Modeling 6 (2), 2009 | 17 | 2009 |
| Convergence model of interest rates of CKLS type Z Zíková, B Stehlíková Kybernetika 48 (3), 567-586, 2012 | 14 | 2012 |
| Estimating the short rate from the term structures in the Vasicek model J Halgašová, B Stehlíková, Z Bučková Tatra Mountains Mathematical Publications 61 (1), 87-103, 2014 | 13 | 2014 |
| A simple analytic approximation formula for the bond price in the Chan-Karolyi-Longstaff-Sanders model B Stehlíková International Journal of Numerical Analysis and Modeling 4 (3), 224-234, 2013 | 13 | 2013 |
| On a volatility averaging in a two-factor interest rate model B STEHLÍKOVÁ, D ŠEVCOVIC Proceedings of ALGORITMY, 325-333, 2005 | 9 | 2005 |
| Modeling volatility clusters with application to two-factor interest rate models B Stehlíková J. Electr. Engrg 56, 12, 2005 | 9 | 2005 |
| Analytické a numerické metódy oceňovania finančných derivátov. Nakladateľstvo STU, 2009 D Ševčovič, B Stehlíková, K Mikula | 9 | |
| Numerical and analytical methods for bond pricing in short rate convergence models of interest rates Z Buckova, B Stehlikova, D Sevcovic arXiv preprint arXiv:1607.04968, 2016 | 7 | 2016 |
| A three-factor convergence model of interest rates B STEHLÍKOVÁ, Z ZÍKOVÁ Proceedings of ALGORITMY, 95-104, 2012 | 6 | 2012 |
| On the Singular Limit of Solutions to the Cox-Intersoll-Ross Interest Rate Model with Stochastic Volatility B Stehlíková, D Sevcovic Kybernetika, 2008 | 6 | 2008 |
| Averaged bond prices for Fong-Vasicek and the generalized Vasicek interest rates models B Stehlikova Mathematical Methods in Economics and Industry (3–7 June 2007), 2007 | 6 | 2007 |
| Averaged bond prices in generalized Cox-Ingersoll-Ross model of interest rates B Stehlıková MATHEMATICS DAY, 77, 2007 | 5 | 2007 |
| Approximating the zero-coupon bond price in a general one-factor model with constant coefficients B Stehlikova arXiv preprint arXiv:1408.5673, 2014 | 4 | 2014 |
| A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond TP Chernogorova, B Stehlíková Numerical Algorithms 59, 571-588, 2012 | 4 | 2012 |
| Short Rate as a Sum of Two CKLS-Type Processes Z Bučková, J Halgašová, B Stehlíková Numerical Analysis and Its Applications: 6th International Conference, NAA …, 2017 | 3 | 2017 |
| On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation B Stehlíková Mathematica Slovaca 70 (4), 995-1002, 2020 | 2 | 2020 |
| Time series clustering based on time-varying Hurst exponent. A Babiš, B Stehlíková Advances in Methodology & Statistics/Metodološki Zvezki 18 (2), 2021 | 1 | 2021 |
| Estimating the domestic short rate in a convergence model of interest rates Z Bučková, Z Girová, B Stehlíková Tatra Mountains Mathematical Publications 75 (1), 33-48, 2020 | 1 | 2020 |
