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2014, Volume 21, Issue 33
- v:21:y:2014:i:33:id:207 Search for Predictors of Inflation Using VAR and BVAR: The Case of Czech Republic
by Josef Stráský & Jaromír Baxa - v:21:y:2014:i:33:id:210 Estimating Default and Recovery Rate Correlations
by Jiri Witzany - v:21:y:2014:i:33:id:212 On the Tsallis Entropy For Gibbs Random Fields
by Martin Janžura
2014, Volume 21, Issue 32
- v:21:y:2014:i:32:id:197 Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part I - deriving the formula for the asymptotic representation
by Jan Víšek - v:21:y:2014:i:32:id:199 Technological Variations in the AK Model
by Petr Duczynski - v:21:y:2014:i:32:id:208 Recovery Rates in Consumer Lending: Empirical Evidence and the Model Comparison
by Samuel Prívara & Marek Kolman & Jiri Witzany - v:21:y:2014:i:32:id:211 Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part II - numerical study
by Jan Víšek
2013, Volume 20, Issue 31
- v:20:y:2013:i:31:id:193 The least weighted squares with constraints and under heteroscedasticity
by Jan Víšek - v:20:y:2013:i:31:id:196 The Influence of Housing Price Development on the Household Consumption: Empirical Analysis for the Czech Republic
by Sylvie Dvořáková & Jakub Seidler - v:20:y:2013:i:31:id:209 Ways and means with scenarios
by Jitka Dupačová
2012, Volume 19, Issue 30
- v:19:y:2012:i:30:id:200 On precision of optimization in the case of incomplete information
by Petr Volf - v:19:y:2012:i:30:id:201 Empirical Estimates in Optimization Problems: Survey with Special Regard to Heavy Tails and Dependent Sample
by Vlasta Kaňková - v:19:y:2012:i:30:id:202 Notes on asymptotic properties of approximated stochastic programs
by Jitka Dupačová - v:19:y:2012:i:30:id:203 Some Remarks on Stochastic Versions of the Ramsey Growth Model
by Karel Sladký - v:19:y:2012:i:30:id:204 Unit Stratified Sampling as a Tool for Approximation of Stochastic Optimization Problems
by Martin Smid - v:19:y:2012:i:30:id:205 Behaviour and convergence of Wasserstein metric in the framework of stable distributions
by Vadym Omelchenko - v:19:y:2012:i:30:id:206 Editorial to the Special Issue on Approximation of Stochastic Programming Problems
by Martin Šmíd & Miloslav Vošvrda
2012, Volume 19, Issue 29
- v:19:y:2012:i:29:id:185 A Comparison of EVT and Standard VaR Estimations
by Jaroslav Baran & Jiří Witzany - v:19:y:2012:i:29:id:188 Investigating structural differences of the Czech economy: Does asymmetry of shocks matter?
by Pavel Herber & Daniel Němec - v:19:y:2012:i:29:id:192 The Extreme Value Theory and Copulas as a Tool to Measure Market Risk
by Krenar Avdulaj - v:19:y:2012:i:29:id:195 Empirical Estimates in Economic and Financial Optimization Problems
by Michal Houda & Vlasta Kaňková
2011, Volume 18, Issue 28
- v:18:y:2011:i:28:id:172 Estimating Stochastic Cusp Model Using Transition Density
by Jan Voříšek - v:18:y:2011:i:28:id:174 Comparing Neural Networks and ARMA Models in Artificial Stock Market
by Jiri Krtek & Miloslav Vošvrda - v:18:y:2011:i:28:id:178 Definition of Default and Quality of Scoring Functions
by Jiri Witzany - v:18:y:2011:i:28:id:182 The Solow-Swan model generalization with non-constant labor growth rate
by Lenka Přibylová - v:18:y:2011:i:28:id:183 A Two Factor Model for PD and LGD Correlation
by Jiri Witzany - v:18:y:2011:i:28:id:189 Neural Networks as Semiparametric Option Pricing Tool
by Michaela Barunikova & Jozef Barunik
2010, Volume 17, Issue 27
- v:17:y:2010:i:27:id:169 Technological Diffusion in the Uzawa-Lucas Model
by Petr Duczynski - v:17:y:2010:i:27:id:170 Long-range dependence in returns and volatility of Central European Stock Indices
by Ladislav Kristoufek - v:17:y:2010:i:27:id:176 Heteroscedasticity Resistant Robust Covariance Matrix Estimator
by Jan Víšek - v:17:y:2010:i:27:id:177 Strict Coalition-Proofness in an Oligopoly Difference Game
by Milan Horniaček
2009, Volume 16, Issue 26
- v:16:y:2009:i:26:id:162 An Estimated Model of the Small Open Czech Economy with a Non-tradable Sector
by Karel Musil - v:16:y:2009:i:26:id:163 Estimate of the Czech National Bank’s Preferences in NOEM DSGE model
by Adam Remo & Osvald Vašíček - v:16:y:2009:i:26:id:164 A Baseline Model for Monetary Policy Analysis
by Jaromír Tonner & Jiří Polanský & Osvald Vašíček
2008, Volume 15, Issue 25
- v:15:y:2008:i:25:id:155 The Implicit Weighting of GMM Estimators
by Jan Víšek - v:15:y:2008:i:25:id:156 Price Tails in the Smith and Farmer's Model
by Martin Šmíd - v:15:y:2008:i:25:id:157 Wavelets and Sentiment in the Heterogeneous Agents Model
by Lukas Vacha & Miloslav Vosvrda - v:15:y:2008:i:25:id:158 DSGE model with nominal rigidities: estimation and assessing of fit
by Miroslav Hloušek - v:15:y:2008:i:25:id:159 Firms formation and growth in the model with heterogeneous agents and monitoring
by Petr Švarc & Peter Marko - v:15:y:2008:i:25:id:160 Myopia and the economics of nonrenewable resources
by Petr Duczynski
2007, Volume 14, Issue 24
- v:14:y:2007:i:24:id:151 Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents
by Jan Kodera & Karel Sladký & Miloslav Vošvrda - v:14:y:2007:i:24:id:152 On Steady-State Solutions of Selected Endogenous Growth Models
by Petr Duczynski - v:14:y:2007:i:24:id:153 A note on existence of mixed solutions to equilibrium problems with equilibrium constraints
by Michal Červinka - v:14:y:2007:i:24:id:154 On Uselessness of Limit Orders
by Martin Šmíd
2006, Volume 13, Issue 23
- v:13:y:2006:i:23:id:146 Asymmetric Adjustment Costs and the Imbalance Effect between Human and Physical Capital
by Petr Duczynski - v:13:y:2006:i:23:id:147 Application of Dynamic Models and an Support Vector Machine to Inflation Modelling
by Dušan Marček & Milan Marček - v:13:y:2006:i:23:id:148 A Simple Stock Market Model Involving Delay
by Jan Melecký - v:13:y:2006:i:23:id:149 A Vector Model Of Work Motivation
by Ivan Kotliarov - v:13:y:2006:i:23:id:150 Wage Bargaining Model As Microfoundation Of Hysteresis Hypothesis
by Dalibor Moravanský & Daniel Němec
2005, Volume 12, Issue 22
- v:12:y:2005:i:22:id:139 George B. Dantzig 1914-2005
by J Dupačová & D. Morton - v:12:y:2005:i:22:id:140 Wage and Price Phillips Curves: Some results for the U.S. Economy
by Pu Chen & Peter Flaschel - v:12:y:2005:i:22:id:141 Pension fund state estimation and optimal investment strategy
by Marek Lešek & Miroslav Šimandl - v:12:y:2005:i:22:id:142 Models of Growth with Capital Contributing to Utility
by Petr Duczynski - v:12:y:2005:i:22:id:143 Kofi Kissi Dompere: Cost-Benefit Analysis And The Theory Of Fuzzy Decisions: Identification And Measurement Theory
by Milan Mareš - v:12:y:2005:i:22:id:144 Damien Challet, Matteo Marsili, Vi-Cheng Zhang: Minority Games: Interacting agents in financial markets
by Milan Mareš - v:12:y:2005:i:22:id:145 Nikitas-Spiros Koutsoukis, Gautam Mitra: Decision Modelling And Information Systems: The Information Value Chain
by Milan Mareš
2004, Volume 11, Issue 21
- v:11:y:2004:i:21:id:136 Selection Of Robust Method: Numerical Examples And Results
by Jan Víšek - v:11:y:2004:i:21:id:137 Unemployment Policy Model via Multistage Stochastic Programming
by Petr Chovanec - v:11:y:2004:i:21:id:138 Risk premiums for multiperiod risks
by Miloš Kopa
2004, Volume 11, Issue 20
- v:11:y:2004:i:20:id:131 Evaluating Statistical and Economic Significance of Polish Stock Return Predictability
by Dita Fuchsová & Filip Žikeš - v:11:y:2004:i:20:id:132 Estimation of alternative monetary policy rules and their comparison
by Hana Pytelová & Osvald Vašíček - v:11:y:2004:i:20:id:133 Preference variations in the AK model
by Petr Duczynski - v:11:y:2004:i:20:id:134 Negotiated Contracts Can Be Inefficient
by Milan Horniaček - v:11:y:2004:i:20:id:135 Analysis of the open macroeconomy model with rational expectations
by Stanislav David & Osvald Vašíček
2003, Volume 10, Issue 19
- v:10:y:2003:i:19:id:124 Monetary Policy, Currency Unions and Open Economy Macrodynamics
by Toichiro Asada & Peter Flaschel & Gang Gong & Willi Semmler - v:10:y:2003:i:19:id:125 On Extended Versions of the Solow-Swan Model
by Petr Duczynski - v:10:y:2003:i:19:id:126 Modeling Of Returns And Option Pricing Using Models With Flexible Volatility
by Pavel Vaněček - v:10:y:2003:i:19:id:127 Utility functions and portfolio selection problem
by Miloš Kopa - v:10:y:2003:i:19:id:128 Characterization of arbitrage-free market
by Alena Henclová - v:10:y:2003:i:19:id:129 Dealer Quotes, Order Flow and Indirect Foreign Currency Utility in a Multiple Dealership Market
by Alexis Derviz - v:10:y:2003:i:19:id:130 Cox's Regression Model for Dynamics of Grouped Unemployment Data
by Petr Volf
2003, Volume 10, Issue 18
- v:10:y:2003:i:18:id:117 Optimizing Benchmark-Based Utility Functions
by David Morton & Elmira Popova & Ivilina Popova & Ming Zhong - v:10:y:2003:i:18:id:118 Cost-volume-profit analysis by using the enterprise input-output modeling
by Janez Artenjak & Polona Tominc - v:10:y:2003:i:18:id:119 Time Series Analysis Of GDP and Market Indices
by Jana Honnerová - v:10:y:2003:i:18:id:120 Contamination for Stochastic Integer Programs
by Petr Dobiáš - v:10:y:2003:i:18:id:121 Fuzzification Methods Of Coalitional Games With Transferable Utility
by Milan Mareš & Milan Vlach - v:10:y:2003:i:18:id:122 Alternative methods of financial analyses
by Jiří Fanta - v:10:y:2003:i:18:id:123 Aurel Muntean: Fixed Point Principles and Applications to Mathematical Economics
by Milan Mareš
2002, Volume 9, Issue 17
- v:9:y:2002:i:17:id:111 The Iterative Kalman Filter Smoother And Its Applications
by Osvald Vašíček & Jan Vlček - v:9:y:2002:i:17:id:112 Heterogeneous Agent Model And Numerical Analysis Of Learning
by Miloslav Vošvrda & Lukáš Vácha - v:9:y:2002:i:17:id:113 On The Relation Between Heteroscedastic RCA And Non-Stationary ARCH Processes
by Hana Janečková - v:9:y:2002:i:17:id:114 A Remark On Empirical Estimates In Multistage Stochastic Programming
by Vlasta Kaňková - v:9:y:2002:i:17:id:115 Stability And Estimates In Stochastic Multiobjective Programming Problems
by Svatava Vyvialová - v:9:y:2002:i:17:id:116 Probability metrics and the stability of stochastic programs with recourse
by Michal Houda
2002, Volume 9, Issue 16
- v:9:y:2002:i:16:id:108 The Least Weighted Squares Ii. Consistency And Asymptotic Normality
by Jan Víšek - v:9:y:2002:i:16:id:109 Efficient Bilateral Negotiation
by Milan Horniaček - v:9:y:2002:i:16:id:110 Theoretical consistency property applied to the micro-economic modelling with flexible functional forms
by Dalibor Moravanský
2002, Volume 9, Issue 15
- v:9:y:2002:i:15:id:105 Trend Estimation And De-Trending Using Bidirectional Filtering
by D.S.G. Pollock - v:9:y:2002:i:15:id:106 The Least Weighted Squares I. The Asymptotic Linearity Of Normal Equations
by Jan Víšek - v:9:y:2002:i:15:id:107 Producer Subsidies And Adverse Selection In The Corporate Credit Market
by Alexis Derviz & Narcisa Kadlčáková
2001, Volume 8, Issue 14
- v:8:y:2001:i:14:id:100 Durbin-Watson Statistic For The Least Trimmed Squares
by Jan Víšek - v:8:y:2001:i:14:id:101 Professor Jaromír Walter died
by Stanislav Havelka & Jan Kodera & Sergej Tryml - v:8:y:2001:i:14:id:102 Bifurcation Routes And Economic Stability
by Miloslav Vošvrda - v:8:y:2001:i:14:id:103 Ajustment Costs In A Neoclassical Model With Capital Mobility
by Petr Duczynski - v:8:y:2001:i:14:id:104 Capital Yields Assessment Trough Cross Section Production Function
by Jan Kodera & Václava Pánková
2001, Volume 8, Issue 13
- v:8:y:2001:i:13:id:95 Output, Interest and the Stock Market: An Alternative to the Jump Variable Technique
by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler - v:8:y:2001:i:13:id:96 Nonlinear Smoother for Stochastic Volatility Model
by Miroslav Šimandl & Tomáš Soukup - v:8:y:2001:i:13:id:97 Equilibrium Asset Prices in a Continuous Time Portfolio Optimization Model with Decentralized Dealership Markets
by Alexis Derviz - v:8:y:2001:i:13:id:98 Family Capitalism vs. Capitalism of Agents A Leontief-type Model of Ownership Structures
by František Turnovec - v:8:y:2001:i:13:id:99 Fuzzy TU Games and Their Classes
by Milan Mareš
2000, Volume 7, Issue 12
- v:7:y:2000:i:12:id:89 Potential Product: Quantitative Analysis for the Czech Republic
by Osvald Vašíček & Martin Fukač - v:7:y:2000:i:12:id:90 Non-Accelerating Inflation Rate of Unemployment Quantitative Analysis for the Czech Republic
by Martin Fukač - v:7:y:2000:i:12:id:91 Model of German hyperinflation with rational expectations
by Jan Vlček - v:7:y:2000:i:12:id:92 Continuous Time Decision-Making in a Partially Decentralized Multiple Dealership Forex Market and Equilibrium Exchange Rate
by Alexis Derviz - v:7:y:2000:i:12:id:93 Over- And Underfitting The M-Estimates
by Jan Víšek - v:7:y:2000:i:12:id:94 Expenditure Decision and Energy in Portfolio Game
by Martin Jančar
2000, Volume 7, Issue 11
- v:7:y:2000:i:11:id:82 On Generating Scenarios For Bond Portfolios
by Jozsef Abaffy & Marida Bertocchi & Jitka Dupačová & Vittorio Moriggia - v:7:y:2000:i:11:id:83 Using Bootstrap In Some Volatility Models
by Zuzana Prášková - v:7:y:2000:i:11:id:84 Testing Stability of Capital Assets Pricing Model
by Tomáš Víšek - v:7:y:2000:i:11:id:85 The Asset-Liability Management Aspects of Monetary Transmission in Transitional Economies: the Czech and the Austrian Credit Channels
by Alexis Derviz - v:7:y:2000:i:11:id:86 Effective duration for callable bonds
by Jitka Řežábková - v:7:y:2000:i:11:id:87 Formalization of Investment Process in Portfolio Game
by Martin Jančar - v:7:y:2000:i:11:id:88 Ulrich Schwalbe: The Core of Economies with Asymmetric Information Lecture Notes in Economics and Mathematical Systems 474
by Milan Mareš
1999, Volume 6, Issue 10
- v:6:y:1999:i:10:id:73 The Least Trimmed Squares – Random Carriers
by Jan Víšek - v:6:y:1999:i:10:id:74 Van Der Pol's Equation and an Economic Model of Cycles
by Miloslav Vošvrda - v:6:y:1999:i:10:id:76 Dynamic Inflation Model. The Analysis And The Forecast Of The Macroeconomic Effects Of Desinflation Strategy
by Osvald Vašíček - v:6:y:1999:i:10:id:77 Money Demand Analysis - Model in The Czech Republic
by Jan Kodera & Václava Pánková - v:6:y:1999:i:10:id:78 Financial Time Series and Their Volatility: A Survey
by Jiří Slaláček - v:6:y:1999:i:10:id:79 Generalized Asset Return Parity And The Exchange Rate In A Financially Open Economy
by Alexis Derviz - v:6:y:1999:i:10:id:80 Formalization of Trade Balance Flows in Portfolio Game
by Martin Jančar - v:6:y:1999:i:10:id:81 Life jubilee of Jitka Dupacova
by Vlasta Kaňková & Zuzana Prášková & Karel Zimmermann
1999, Volume 6, Issue 9
- v:6:y:1999:i:9:id:66 Sensitivity And Stability In Dynamical Economic Systems
by Karel Sladký & Jan Kodera & Miloslav Vošvrda - v:6:y:1999:i:9:id:67 Formalization of Banking Intermediation in Portfolio Game
by Martin Jančar - v:6:y:1999:i:9:id:68 Currency Options And Trade Smoothing Under An Exchange Rate Regime Shift
by Alexis Derviz - v:6:y:1999:i:9:id:69 Robust Estimation of Regression Model
by Jan Víšek - v:6:y:1999:i:9:id:70 Stock Price Predictors Based on Bayesian Method
by Dušan Marček - v:6:y:1999:i:9:id:71 Yield Curve And Prediction Of Change In A Inflation Rate
by Jan Brůha - v:6:y:1999:i:9:id:72 Analyst's recommendations- are they worth anything?
by Miloš Filip
1998, Volume 5, Issue 8
- v:5:y:1998:i:8:id:58 Macroeconomic Model of Small Open Economy: Adaptive Parameter Estimation, Behavior Analysis and Optimal Control
by Osvald Vašíček - v:5:y:1998:i:8:id:59 Czech Household Consumption Analysis
by Jan Špitálský - v:5:y:1998:i:8:id:60 The enlargement of portfolio game to aspect of production
by Martin Jančar - v:5:y:1998:i:8:id:61 Robust Constrained Combinations Of Forecasts
by Jan Víšek - v:5:y:1998:i:8:id:62 Frequency Domain Contribution To Optimal Control Problem
by Jan Brůha - v:5:y:1998:i:8:id:63 Efficiency Of Czech National Bank's Monetary Policy And Reasons For Inflation Targeting
by Jiří Podpiera - v:5:y:1998:i:8:id:64 Precautionary Saving And Currency Substitution In An Optimizing Model Of The Czech Economy
by Alexis Derviz & Jan Klacek - v:5:y:1998:i:8:id:65 Cross-Sectional Analysis Of Regional Labour Markets In The Czech Republic
by Jana Hančlová & Lubor Tvrdý
1998, Volume 5, Issue 7
- v:5:y:1998:i:7:id:48 A Bivariate Integral Control Mechanism Model Of Household Consumption
by Jan Špitálský - v:5:y:1998:i:7:id:49 N4SID Algorithm as System Identification Tool
by Jan Brůha - v:5:y:1998:i:7:id:50 Review Of State Estimation Methods With Multiple Process Models
by Vladimír Havlena - v:5:y:1998:i:7:id:51 Ekonometrické metody výběru a anticipace dopadů hospodářské politiky
by Roman Hušek - v:5:y:1998:i:7:id:52 The Efficient Market Hypothesis Testing on the Prague Stock Exchange
by Miloslav Vošvrda & Jan Filáček & Marek Kaplička - v:5:y:1998:i:7:id:53 Application Of Alternative Models For Identification Of US Macroeconomic Model
by Jan Štecha & Kateřina Satoriová & Osvald Vašíček - v:5:y:1998:i:7:id:54 The Czech Economy Model: Bayesian Quantitative Analysis of Parameters and Control of Strategies
by Osvald Vašíček & Jaromír Beneš - v:5:y:1998:i:7:id:55 Trendy devizových kurzů ČNB v roce 1996
by František Vávra - v:5:y:1998:i:7:id:56 What Is Characterized By Gross Error Sensitivity
by Jan Víšek
1997, Volume 4, Issue 6
- v:4:y:1997:i:6:id:40 Forward contracts on the exchange rate
by Leoš Souček & Michal Tomek - v:4:y:1997:i:6:id:41 Robustní Optimalizace
by Petr Dobiáš - v:4:y:1997:i:6:id:42 Convergence In Neoclassical Models With Capital Mobility And Two Kinds Of Capital
by Petr Duczynski - v:4:y:1997:i:6:id:43 Oceňování finančních derivátů
by Michal Tomek - v:4:y:1997:i:6:id:44 Ekonomická Očekávání a Stabilizační Politika
by Marek Kaplička - v:4:y:1997:i:6:id:45 Bounds for stochastic programs - nonconvex case
by Tomáš Víšek - v:4:y:1997:i:6:id:46 Algoritmus pro výpočet vah ve výběrovém šteření a jeho praktická motivace
by Aleš Slabý - v:4:y:1997:i:6:id:47 Ekonometrická Analýza Inflace v České Republice
by Tomáš Formánek
1996, Volume 3, Issue 5
- v:3:y:1996:i:5:id:32 A Shadow Asset Pricing Approach to the Analysis of Financial Markets' Equilibria in an Open Economy
by Alexis Derviz - v:3:y:1996:i:5:id:33 The Consumption Function in the Czech(oslovak) Economy, 1955-1995
by Jan Hanousek & Zdeněk Tůma - v:3:y:1996:i:5:id:34 Ekonometrické Simulační Předpovědi
by Roman Hušek - v:3:y:1996:i:5:id:35 A Note On Interval Estimates In Stochastic Optimization
by Vlasta Kaňková - v:3:y:1996:i:5:id:36 A Dynamic Model of Inflation
by Jan Kodera - v:3:y:1996:i:5:id:37 The Speed Of Adjustment and Robust Stability of Macroeconomic Systems
by Karel Sladký & Miloslav Vošvrda - v:3:y:1996:i:5:id:38 The Czech Economy Model: Bayesian Quantitative Analysis of Parameters and Control of Strategies
by Osvald Vašíček & Jaromír Beneš - v:3:y:1996:i:5:id:39 On the Coefficient of Determination: Simple But..
by Jan Víšek
1996, Volume 3, Issue 4
- v:3:y:1996:i:4:id:28 Adjoint Equations in Stochastic Optimal Control and Application to Portfolio Optimization with Borrowing Constraints
by Alexis Derviz - v:3:y:1996:i:4:id:29 Mathematical Laws of Economic Transition and Social Catastrophes
by Igor Chernenko - v:3:y:1996:i:4:id:30 Combining Forecasts Using Constrained M-Estimators
by Lucia Augilar & Asunción Rubio & Jan Víšek - v:3:y:1996:i:4:id:31 Disequilibrium model applied to the Czech Economy
by Miloslav Vošvrda
1995, Volume 2, Issue 3
- v:2:y:1995:i:3:id:23 Bayesian Capital Markets and Currency Crises
by Alexis Derviz - v:2:y:1995:i:3:id:24 Aplikace fyzikálních přístupů v teoretické ekonomii definice prostoru ekonomických aktivit
by Martin Jančar - v:2:y:1995:i:3:id:25 Bayesian Identification of Macroeconomic Model
by Osvald Vašíček - v:2:y:1995:i:3:id:26 Markovian Model of Unemployment
by Miloslav Vošvrda - v:2:y:1995:i:3:id:27 Aplikace Růstových Modelů v Dynamické Analýze Poptávky
by Roman Hušek
1995, Volume 2, Issue 2
- v:2:y:1995:i:2:id:18 The Problem of Co-integration
by Josef Artl - v:2:y:1995:i:2:id:19 Odhad Spotřební Funkce v České Ekonomice
by Jan Hanousek & Zdenek Tůma - v:2:y:1995:i:2:id:20 Aktuální Problémy Aplikované Ekonometrie
by Roman Hušek - v:2:y:1995:i:2:id:21 The Demand-for-money Function
by Jan Klacek & Kateřina Šmídková - v:2:y:1995:i:2:id:22 Diferenciální Rovnice a Ekonomické Aplikace
by Miloslav Vošvrda