Edit Profile (opens in new tab) Vašíček, Oldřich Alfons Co-Author Distance Author ID: vasicek.oldrich-alfons Published as: Vasicek, Oldrich Alfons; Vasicek, O.; Vasicek, Oldrich; Vasicek, Oldrich A.; Vasicek, O. A. more...less External Links: Wikidata · GND · IdRef Documents Indexed: 11 Publications since 1965, including 1 Book Co-Authors: 1 Co-Author with 1 Joint Publication 28 Co-Co-Authors Co-Authors 9 single-authored 1 Keilson, Julian 1 Merton, Robert Cox all top 5 Serials 2 Aplikace Matematiky 1 The Annals of Probability 1 Kybernetika 1 Operations Research 1 Journal of Applied Mathematics and Stochastic Analysis 1 Journal of the Royal Statistical Society. Series B 1 Mathematics and Financial Economics 1 Journal of Financial Economics Fields 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Probability theory and stochastic processes (60-XX) 1 Statistics (62-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 4 Publications have been cited 1,195 times in 1,188 Documents Cited by ▼ Year ▼ An equilibrium characterization of the term structure. Zbl 1372.91113 Vasicek, Oldrich 1,024 1977 A test for normality based on sample entropy. Zbl 0331.62031 Vasicek, Oldrich 150 1976 An inequality for the variance of waiting time under a general queuing discipline. Zbl 0378.60098 Vasicek, Oldrich A. 12 1977 A conditional law of large numbers. Zbl 0426.60019 Vasicek, Oldrich Alfons 9 1980 A conditional law of large numbers. Zbl 0426.60019 Vasicek, Oldrich Alfons 9 1980 An equilibrium characterization of the term structure. Zbl 1372.91113 Vasicek, Oldrich 1,024 1977 An inequality for the variance of waiting time under a general queuing discipline. Zbl 0378.60098 Vasicek, Oldrich A. 12 1977 A test for normality based on sample entropy. Zbl 0331.62031 Vasicek, Oldrich 150 1976 all cited Publications top 5 cited Publications all top 5 Cited by 1,886 Authors 14 Noughabi, Hadi Alizadeh 9 Mamon, Rogemar S. 9 Yu, Jun 8 Cairns, Andrew J. G. 8 Leach, Peter Gavin Lawrence 8 Lee, Sangyeol 8 Linetsky, Vadim 8 Vexler, Albert 7 Mudholkar, Govind S. 7 Wyłomańska, Agnieszka 6 Ahlip, Rehez 6 Bouzebda, Salim 6 Gao, Jiti 6 Hung, Mao-wei 6 Mao, Xuerong 5 Bacinello, Anna Rita 5 Ballestra, Luca Vincenzo 5 Braumann, Carlos A. 5 Capriotti, Luca 5 Chang, Hao 5 Chen, Songxi 5 El Karoui, Nicole 5 Gatzert, Nadine 5 Gómez-Valle, Lourdes 5 Hong, Yongmiao 5 Martínez-Rodríguez, Julia 5 Platen, Eckhard 5 Ruß, Jochen 5 Yao, Yong 5 Zagst, Rudi 4 Al-Labadi, Luai 4 Blake, David 4 Casas, Isabel 4 Chen, Bin 4 Chiarella, Carl 4 Deelstra, Griselda 4 Deng, Guohe 4 Dette, Holger 4 Dowd, Kevin 4 Duffie, James Darrell 4 Elliott, Robert James 4 Escobar, Marcos 4 Filipe, Patrícia A. 4 Gajda, Janusz 4 Goard, Joanna M. 4 Gollier, Christian 4 Gourieroux, Christian 4 Guo, Meihui 4 Gurevich, Gregory 4 Han, Nan-Wei 4 Herzel, Stefano 4 Jarrahiferiz, Jalil 4 Keller-Ressel, Martin 4 Kung, James J. 4 Li, Lingfei 4 Løchte Jørgensen, Peter 4 Ma, Chaoqun 4 Menoncin, Francesco 4 Nkurunziza, Sévérien 4 Ortu, Fulvio 4 Pacelli, Graziella 4 Podolskij, Mark 4 Russo, Emilio 4 Siu, Tak Kuen 4 Soofi, Ehsan S. 4 Sophocleous, Christodoulos 4 Stehlíková, Beáta 4 Vrins, Frédéric 4 Zhu, Songping 4 Ziveyi, Jonathan 3 Abdul-Sathar, E. I. 3 Aït-Sahalia, Yacine 3 Akahori, Jirô 3 Angelini, Flavio 3 Avellaneda, Marco 3 Ballotta, Laura 3 Bayoud, Husam Awni 3 Ben-Ameur, Hatem 3 Boyle, Phelim P. 3 Bravo, Jorge Miguel 3 Bu, Ruijun 3 Carriere, Jacques F. 3 Chang, Kai 3 Das, Sanjiv Ranjan 3 Devolder, Pierre 3 Di Persio, Luca 3 Duan, Jin-Chuan 3 Es-Sebaiy, Khalifa 3 Fabozzi, Frank J. 3 Fei, Weiyin 3 Filipović, Damir 3 Gao, Jinwu 3 Giacometti, Rosella 3 Graf, Stefan 3 Grasselli, Martino 3 Grundke, Peter 3 Haberman, Steven 3 Habibirad, Arezou 3 Hainaut, Donatien 3 Hughston, Lane P. ...and 1,786 more Authors all top 5 Cited in 228 Serials 79 Insurance Mathematics & Economics 63 Quantitative Finance 60 International Journal of Theoretical and Applied Finance 51 Journal of Econometrics 39 Applied Mathematical Finance 31 Mathematical Finance 23 European Journal of Operational Research 23 Review of Derivatives Research 21 Journal of Economic Dynamics & Control 21 Computational Statistics and Data Analysis 20 Journal of Computational and Applied Mathematics 20 Journal of Statistical Computation and Simulation 19 Communications in Statistics. Theory and Methods 18 Physica A 18 Applied Stochastic Models in Business and Industry 18 North American Actuarial Journal 17 Applied Mathematics and Computation 17 Annals of Operations Research 16 Journal of Statistical Planning and Inference 15 Communications in Statistics. Simulation and Computation 13 Asia-Pacific Financial Markets 12 Statistics & Probability Letters 12 Economics Letters 12 Methodology and Computing in Applied Probability 12 ASTIN Bulletin 11 Econometric Theory 11 Scandinavian Actuarial Journal 11 European Actuarial Journal 11 Annals of Finance 10 The Annals of Statistics 9 Journal of Applied Statistics 8 Mathematical Methods in the Applied Sciences 8 Mathematics and Computers in Simulation 8 Decisions in Economics and Finance 8 Journal of Forecasting 7 Econometric Reviews 7 Stochastic Processes and their Applications 7 Statistical Papers 7 Soft Computing 6 Journal of Mathematical Analysis and Applications 6 Optimization 6 Computational Statistics 6 Journal of Nonparametric Statistics 6 Statistical Inference for Stochastic Processes 6 Probability in the Engineering and Informational Sciences 6 Statistical Methods and Applications 5 Journal of Multivariate Analysis 5 Acta Mathematicae Applicatae Sinica. English Series 5 Mathematical and Computer Modelling 5 Abstract and Applied Analysis 5 Communications in Nonlinear Science and Numerical Simulation 5 Journal of Industrial and Management Optimization 4 The Canadian Journal of Statistics 4 Computers & Mathematics with Applications 4 Chaos, Solitons and Fractals 4 Annals of the Institute of Statistical Mathematics 4 Journal of Applied Probability 4 Journal of Economic Theory 4 Journal of Mathematical Economics 4 Operations Research Letters 4 Stochastic Analysis and Applications 4 Journal of Theoretical Probability 4 Computational Economics 4 Mathematical Problems in Engineering 4 Finance and Stochastics 4 Chaos 4 Discrete Dynamics in Nature and Society 4 Journal of Systems Science and Complexity 4 Journal of Applied Mathematics 4 Stochastics and Dynamics 4 Computational Management Science 4 Mathematics and Financial Economics 4 Financial Engineering and the Japanese Markets 4 Modern Stochastics. Theory and Applications 3 Information Sciences 3 International Statistical Review 3 Scandinavian Actuarial Journal 3 Journal of Time Series Analysis 3 Applied Numerical Mathematics 3 Computers & Operations Research 3 Queueing Systems 3 Applied Mathematics. Series B (English Edition) 3 Economic Theory 3 Monte Carlo Methods and Applications 3 Bernoulli 3 Stochastic Models 3 Advances in Difference Equations 3 Journal of Statistical Mechanics: Theory and Experiment 3 Stochastics 3 SIAM Journal on Financial Mathematics 3 International Journal of Stochastic Analysis 3 Statistics and Computing 2 Advances in Applied Probability 2 The American Statistician 2 Metrika 2 Scandinavian Journal of Statistics 2 Automatica 2 Biometrical Journal 2 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 2 Econometrica ...and 128 more Serials all top 5 Cited in 32 Fields 808 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 430 Statistics (62-XX) 369 Probability theory and stochastic processes (60-XX) 94 Numerical analysis (65-XX) 59 Operations research, mathematical programming (90-XX) 58 Systems theory; control (93-XX) 47 Partial differential equations (35-XX) 29 Information and communication theory, circuits (94-XX) 14 Calculus of variations and optimal control; optimization (49-XX) 14 Statistical mechanics, structure of matter (82-XX) 11 Computer science (68-XX) 10 Ordinary differential equations (34-XX) 9 Biology and other natural sciences (92-XX) 5 Integral transforms, operational calculus (44-XX) 4 Dynamical systems and ergodic theory (37-XX) 3 General and overarching topics; collections (00-XX) 3 Topological groups, Lie groups (22-XX) 3 Integral equations (45-XX) 3 Operator theory (47-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Real functions (26-XX) 2 Special functions (33-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Functional analysis (46-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Approximations and expansions (41-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Quantum theory (81-XX) 1 Geophysics (86-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.