Jan Pospisil

According to our database, Jan Pospisil authored at least 8 papers between 2006 and 2021.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2021

A note on a PDE approach to option pricing under xVA.

Falko Baustian, Martin Fencl, Jan Pospisil, Vladimír Svígler

CoRR, 2021

2020

Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models.

Josef Danek, Jan Pospisil

Int. J. Comput. Math., 2020

2019

Isogeometric analysis in option pricing.

Jan Pospisil, Vladimír Svígler

Int. J. Comput. Math., 2019

Solution of option pricing equations using orthogonal polynomial expansion.

Falko Baustian, Katerina Filipová, Jan Pospisil

CoRR, 2019

2016

On calibration of stochastic and fractional stochastic volatility models.

Milan Mrázek, Jan Pospisil, Tomás Sobotka

Eur. J. Oper. Res., 2016

2007

Parameter estimates for linear partial differential equations with fractional boundary noise.

Bohdan Maslowski, Jan Pospisil

Commun. Inf. Syst., 2007

A uniform job monitoring service in multiple job universes.

Miroslav Ruda, Ales Krenek, Milos Mulac, Jan Pospisil, Zdenek Sustr

Proceedings of the 2007 workshop on Grid monitoring, 2007

2006

gLite Job Provenance.

Frantisek Dvorák, Daniel Kouril, Ales Krenek, Ludek Matyska, Milos Mulac, Jan Pospisil, Miroslav Ruda, Zdenek Salvet, Jirí Sitera, Michal Vocu

Proceedings of the Provenance and Annotation of Data, 2006