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Jan Pospisil 0001
Person information
- unicode name: Jan Pospíšil
- affiliation: University of West Bohemia, Plzen, Czech Republic
Other persons with the same name
- Jan Pospisil 0002 — Czech Technical University in Prague, Faculty of Information Technology, Czech Republic
- Jan Pospisil 0003 — Brno University of Technology, Department of Telecommunications, Czech Republic
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2020 – today
- 2024
- [i5]Josef Danek, Jan Pospisil:
Numerical aspects of integration in physics-informed neural networks modelling. CoRR abs/2408.05172 (2024) - 2021
- [i4]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
- [j4]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]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
- 2019
- [j3]Jan Pospisil, Vladimír Svígler:
Isogeometric analysis in option pricing. Int. J. Comput. Math. 96(11): 2177-2200 (2019) - [i2]Jan Pospisil, Vladimír Svígler:
Isogeometric analysis in option pricing. CoRR abs/1910.00258 (2019) - [i1]Falko Baustian, Katerina Filipová, Jan Pospisil:
Solution of option pricing equations using orthogonal polynomial expansion. CoRR abs/1912.06533 (2019) - 2016
- [j2]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
- 2007
- [j1]Bohdan Maslowski, Jan Pospisil:
Parameter estimates for linear partial differential equations with fractional boundary noise. Commun. Inf. Syst. 7(1): 1-20 (2007) - [c2]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
- [c1]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
Coauthor Index
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last updated on 2024-10-10 21:10 CEST by the dblp team
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