Browsing by Author "Finěk Václav"
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- ItemA diagonal preconditioner for singularly perturbed problems(SPRINGER INTERNATIONAL PUBLISHING AG, 2017) Finěk Václav; 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
- ItemConvergence of Crank-Nicolson scheme combined with wavelet discretization for the Black-Scholes equation(IEEE, 2018) Finěk Václav
- ItemFourth Order Scheme for Wavelet Based Solution of Black-Scholes Equation(AMER INST PHYSICS, 2017) Finěk Václav
- ItemFractional Step Method for Wavelet Based Solution of Black-Scholes Equation(AMER INST PHYSICS, 2017) Finěk Václav
- ItemImplicit-explicit scheme combined with wavelets for pricing European options(UNIV HRADEC KRALOVE, 2018) Finěk Václav
- ItemOn a Sparse Representation of an n-Dimensional Laplacian in Wavelet Coordinates(SPRINGER BASEL AG, 2016) Finěk Václav; Černá Dana
- ItemProperties of Wavelet Discretization of Black-Scholes Equation(AMER INST PHYSICS, 2017) Finěk Václav
- 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
- 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-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