| Robustness and sensitivity analyses for rough Volterra stochastic volatility models J Matas, J Pospíšil arXiv preprint arXiv:2107.12462, 2021 | 1 | 2021 |
| On simulation of rough Volterra stochastic volatility models J Matas, J Pospíšil arXiv preprint arXiv:2108.01999, 2021 | 1 | 2021 |
| A note on a PDE approach to option pricing under xVA F Baustian, M Fencl, J Pospíšil, V Švígler arXiv preprint arXiv:2105.00051, 2021 | | 2021 |
| Solution of option pricing equations using orthogonal polynomial expansion F Baustian, K Filipová, J Pospíšil Applications of Mathematics, 30, 2021 | 1 | 2021 |
| Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models J Daněk, J Pospíšil International Journal of Computer Mathematics 97 (6), 1268-1292, 2020 | 7 | 2020 |
| Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure J Pospíšil, T Sobotka, P Ziegler Empirical Economics 57 (6), 1935-1958, 2019 | 6 | 2019 |
| Decomposition formula for rough Volterra stochastic volatility models R Merino, J Pospíšil, T Sobotka, T Sottinen, J Vives arXiv preprint arXiv:1906.07101, 2019 | 3 | 2019 |
| Isogeometric analysis in option pricing J Pospíšil, V Švígler International Journal of Computer Mathematics 96 (11), 2177-2200, 2019 | 1 | 2019 |
| Decomposition Formula for Jump Diffusion Models R Merino, J POSPÍŠIL, T Sobotka, J Vives International Journal of Theoretical and Applied Finance 21 (08), 1850052, 2018 | 8 | 2018 |
| Unifying pricing formula for several stochastic volatility models with jumps F Baustian, M Mrázek, J Pospíšil, T Sobotka Applied Stochastic Models in Business and Industry 33 (4), 422-442, 2017 | 9 | 2017 |
| Calibration and simulation of Heston model M Mrázek, J Pospíšil Open Mathematics 15 (1), 679-704, 2017 | 17 | 2017 |
| Market calibration under a long memory stochastic volatility model J Pospíšil, T Sobotka Applied Mathematical Finance 23 (5), 323-343, 2016 | 19 | 2016 |
| Test data sets for calibration of stochastic and fractional stochastic volatility models J Pospíšil, T Sobotka Data in Brief 8, 628-630, 2016 | 4 | 2016 |
| On calibration of stochastic and fractional stochastic volatility models M Mrázek, J Pospíšil, T Sobotka European Journal of Operational Research 254 (3), 1036-1046, 2016 | 30 | 2016 |
| Numerical integration of inaccurately evaluated functions J Daněk, J Pospíšil Technical Computing Prague 2015, 1-11, 2015 | 2 | 2015 |
| On Optimization Techniques for Calibration of Stochastic Volatility Models M Mrázek, J Pospíšil, T Sobotka AMCM 2015, November 28-30, 2014, Athens, Greece, 34-40, 2014 | 6 | 2014 |
| Experience with Teaching Mathematics for Engineers with the Aid of Wolfram Alpha P Nečesal, J Pospíšil Proceedings of the World Congress on Engineering and Computer Science 2012 …, 2012 | 14 | 2012 |
| Výuka matematické analýzy na Západočeské univerzitě v Plzni G Holubová, J Pospíšil Kvaternion 1 (1), 45-52, 2012 | | 2012 |
| Something you may have wanted to know about L&B Z Šustr, J Sitera, F Dvořák, J Filipovič, D Kouřil, A Křenek, L Matyska, ... Journal of Physics: Conference Series 219 (6), 062067, 2010 | 1 | 2010 |
| Asymptotic properties of the maximum likelihood estimator for stochastic parabolic equations with additive fractional Brownian motion I Cialenco, SV Lototsky, J Pospíšil Stochastics and Dynamics 9 (02), 169-185, 2009 | 44 | 2009 |
Ales KrenekMasaryk UniversityVerified email at ics.muni.cz
