Jan Pospisil

11 papers Journal 9Unranked 2
YearRankTypeTitle / Venue / Authors
2024 J jnl
Numerical aspects of integration in physics-informed neural networks modelling.
CoRR
Josef Danek, Jan Pospisil
2021 J jnl
A note on a PDE approach to option pricing under xVA.
CoRR
Falko Baustian, Martin Fencl, Jan Pospisil, Vladimír Svígler
2020 J jnl
Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models.
CoRR
Josef Danek, Jan Pospisil
2020 J jnl
Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models.
Int. J. Comput. Math.
Josef Danek, Jan Pospisil
2019 J jnl
Isogeometric analysis in option pricing.
CoRR
Jan Pospisil, Vladimír Svígler
2019 J jnl
Isogeometric analysis in option pricing.
Int. J. Comput. Math.
Jan Pospisil, Vladimír Svígler
2019 J jnl
Solution of option pricing equations using orthogonal polynomial expansion.
CoRR
Falko Baustian, Katerina Filipová, Jan Pospisil
2016 J jnl
On calibration of stochastic and fractional stochastic volatility models.
Eur. J. Oper. Res.
Milan Mrázek, Jan Pospisil, Tomás Sobotka
2007 — conf
A uniform job monitoring service in multiple job universes.
GMW@HPDC
Miroslav Ruda, Ales Krenek, Milos Mulac, Jan Pospisil, Zdenek Sustr
2007 J jnl
Parameter estimates for linear partial differential equations with fractional boundary noise.
Commun. Inf. Syst.
Bohdan Maslowski, Jan Pospisil
2006 — conf
gLite Job Provenance.
IPAW
Frantisek Dvorák, Daniel Kouril, Ales Krenek, Ludek Matyska, Milos Mulac, Jan Pospisil, Miroslav Ruda, Zdenek Salvet, Jirí Sitera, Michal Vocu