Browsing by Author "Černá Dana"
Now showing 1 - 16 of 16
Results Per Page
Sort Options
- ItemA diagonal preconditioner for singularly perturbed problems(SPRINGER INTERNATIONAL PUBLISHING AG, 2017) Finěk Václav; Černá Dana
- ItemAdaptive wavelet method for pricing options under the Stein-Stein stochastic volatility model(VSB-TECH UNIV OSTRAVA, 2017) Černá Dana
- ItemAdaptive Wavelet Method for Pricing Two-Asset Asian Options with Floating Strike(American Institute of Physics, 2017) Černá Dana
- ItemAdaptive wavelet method for the Black-Scholes equation of European options(TECHNICAL UNIVERSITY LIBEREC, STUDENTSKA 2, LIBEREC, 00000, CZECH REPUBLIC, 2016) Černá Dana; Finěk Václav
- ItemNumerical Solution of the Black-Scholes Equation Using Cubic Spline Wavelets(American Institute of Physics, 2016) Černá Dana
- ItemOn a Sparse Representation of an n-Dimensional Laplacian in Wavelet Coordinates(SPRINGER BASEL AG, 2016) Finěk Václav; Černá Dana
- ItemQuadratic Spline Wavelets with Short Support Satisfying Homogeneous Boundary Conditions(KENT STATE UNIVERSITY, 2018) Černá Dana; Finěk Václav
- ItemQuantitative Properties of Quadratic Spline Wavelets in Higher Dimensions(Institute of Mathematics AS CR, 2016) Černá Dana; Finěk Václav; Šimůnková Martina
- ItemReview of modern numerical methods for a simple vanilla option pricing problem(VŠB TU Ostrava, 2018) Hozman Jiří; Černá Dana; Holčapek Michal; Tichý Tomáš; Valášek Radek
- ItemReview of several numerical approaches to sensitivity measurement of the Black-Scholes option prices(University of South Bohemia in České Budějovice, 2019) Hozman Jiří; Tichý Tomáš; Černá Dana; Kresta Aleš
- ItemRobust Numerical Schemes for Pricing of Selected Options(VŠB-TU Ostrava, 2018) Hozman Jiří; Holčapek Michal; Tichý Tomáš; Černá Dana; Kresta Aleš; Valášek Radek
- ItemSparse Wavelet Representation of Differential Operators with Piecewise Polynomial Coefficients(MDPI, 2017) Černá Dana; Finěk Václav
- ItemValuation of Options under Heston Stochastic Volatility Model Using Wavelets(IEEE, 2018) Černá Dana; Finěk Václav
- ItemWavelet Method for Pricing Options with Stochastic Volatility(Univerzita Hradec Králové, 2017) Černá Dana
- ItemWavelet-Galerkin Method for Second-Order Integro-differential Equations on product Domains(Springer International Publishing, 2021) Černá Dana; Finěk Václav
- ItemWavelets Basedon Hermite Cubic Splines(AMER INST PHYSICS, 2016) Finěk Václav; Černá Dana; Cvejnová Daniela