Jan Pospisil

Publication Activity (10 Years)

Years Active: 2006-2021
Publications (10 Years): 7

Top Topics

Black Scholes Model

Diffusion Models

Historical Data

Top Venues

Int. J. Comput. Math.

Eur. J. Oper. Res.

Publications

Falko Baustian, Martin Fencl, Jan Pospisil, Vladimír Svígler
A note on a PDE approach to option pricing under xVA. CoRR (2021)
Josef Danek, Jan Pospisil
Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models. Int. J. Comput. Math. 97 (6) (2020)
Josef Danek, Jan Pospisil
Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models. CoRR (2020)
Jan Pospisil, Vladimír Svígler
Isogeometric analysis in option pricing. CoRR (2019)
Jan Pospisil, Vladimír Svígler
Isogeometric analysis in option pricing. Int. J. Comput. Math. 96 (11) (2019)
Falko Baustian, Katerina Filipová, Jan Pospisil
Solution of option pricing equations using orthogonal polynomial expansion. CoRR (2019)
Milan Mrázek, Jan Pospisil, Tomás Sobotka
On calibration of stochastic and fractional stochastic volatility models. Eur. J. Oper. Res. 254 (3) (2016)
Miroslav Ruda, Ales Krenek, Milos Mulac, Jan Pospisil, Zdenek Sustr
A uniform job monitoring service in multiple job universes. GMW@HPDC (2007)
Bohdan Maslowski, Jan Pospisil
Parameter estimates for linear partial differential equations with fractional boundary noise. Commun. Inf. Syst. 7 (1) (2007)
Frantisek Dvorák, Daniel Kouril, Ales Krenek, Ludek Matyska, Milos Mulac, Jan Pospisil, Miroslav Ruda, Zdenek Salvet, Jirí Sitera, Michal Vocu
gLite Job Provenance. IPAW (2006)