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Jan Pospisil 0001

Jan Pospisíl 0001 – Jan Pospíšil

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unicode name: Jan Pospíšil
affiliation: University of West Bohemia, Plzen, Czech Republic

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2020 – today

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2021
[i4]
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  - journals/corr/abs-2105-00051
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Falko Baustian, Martin Fencl, Jan Pospisil, Vladimír Svígler:
A note on a PDE approach to option pricing under xVA. CoRR abs/2105.00051 (2021)
2020
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  - journals/ijcm/DanekP20
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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): 1268-1292 (2020)
[i3]
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  - journals/corr/abs-2006-13181
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Josef Danek, Jan Pospisil:
Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models. CoRR abs/2006.13181 (2020)

2010 – 2019

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2019
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Jan Pospisil, Vladimír Svígler:
Isogeometric analysis in option pricing. Int. J. Comput. Math. 96(11): 2177-2200 (2019)
[i2]
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  - journals/corr/abs-1910-00258
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Jan Pospisil, Vladimír Svígler:
Isogeometric analysis in option pricing. CoRR abs/1910.00258 (2019)
[i1]
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  - journals/corr/abs-1912-06533
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Falko Baustian, Katerina Filipová, Jan Pospisil:
Solution of option pricing equations using orthogonal polynomial expansion. CoRR abs/1912.06533 (2019)
2016
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  - journals/eor/MrazekPS16
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Milan Mrázek, Jan Pospisil, Tomás Sobotka:
On calibration of stochastic and fractional stochastic volatility models. Eur. J. Oper. Res. 254(3): 1036-1046 (2016)

2000 – 2009

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2007
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  - journals/cominfsys/MaslowskiP07
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Bohdan Maslowski, Jan Pospisil:
Parameter estimates for linear partial differential equations with fractional boundary noise. Commun. Inf. Syst. 7(1): 1-20 (2007)
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  - conf/hpdc/RudaKMPS07
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Miroslav Ruda, Ales Krenek, Milos Mulac, Jan Pospisil, Zdenek Sustr:
A uniform job monitoring service in multiple job universes. GMW@HPDC 2007: 17-22
2006
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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: 246-253

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