Kamil Kladivko

Articles in journals

• Golomoziy, V. , Mishura, Y. & Kladivko, K. (2024). A discrete-time model that weakly converges to a continuous-time geometric Brownian motion with Markov switching drift rate.  Frontiers in Applied Mathematics and Statistics, 10. [BibTeX]
• Kladivko, K. & Österholm, P. (2024). Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank's Financial Market Inflation Expectations survey.  Applied Economics, 56 (17), 2077-2088. [BibTeX]
• Kiss, T. , Kladivko, K. , Silfverberg, O. & Österholm, P. (2023). Market participants or the random walk-who forecasts better? Evidence from micro-level survey data.  Finance Research Letters, 54. [BibTeX]
• Kladivko, K. & Rusý, T. (2023). Maximum likelihood estimation of the Hull–White model.  Journal of Empirical Finance, 70, 227-247. [BibTeX]
• Kladivko, K. & Zervos, M. (2023). Mean-variance hedging of contingent claims with random maturity.  Mathematical Finance, 33 (4), 1213-1247. [BibTeX]
• Kladivko, K. & Österholm, P. (2023). Vad säger hushållens förväntningar om vart bostads­priserna är på väg?.  Ekonomisk Debatt, 51 (5), 78-85. [BibTeX]
• Kladivko, K. & Österholm, P. (2021). Can households predict where the macroeconomy is headed?.  Penning- och valutapolitik (2), 5-17. [BibTeX]
• Kladivko, K. & Österholm, P. (2021). Do Market Participants’ Forecasts of Financial Variables Outperform the Random-Walk Benchmark?.  Finance Research Letters, 40. [BibTeX]
• Henderson, V. , Kladivko, K. , Monoyios, M. & Reisinger, C. (2020). Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point.  SIAM Journal on Financial Mathematics, 11 (4), 1007-1062. [BibTeX]

Doctoral theses, monographs

• Kladivko, K. (2016). Essays on Financial Options: Employee Stock Options and Reinsurance Pricing. (Doctoral dissertation). Bergen, Norway: Department of Finance, Norwegian School of Economics. [BibTeX]