Analysis of semi-implicit DGFEM for nonlinear convection–diffusion problems on nonconforming meshes V Dolejší, M Feistauer, J Hozman Computer methods in applied mechanics and engineering 196 (29-30), 2813-2827, 2007 | 96 | 2007 |

Efficient solution strategy for the semi-implicit discontinuous Galerkin discretization of the Navier–Stokes equations V Dolejší, M Holik, J Hozman Journal of Computational Physics 230 (11), 4176-4200, 2011 | 36 | 2011 |

DG method for numerical pricing of multi-asset Asian options—The case of options with floating strike J Hozman, T Tichý Applications of Mathematics 62 (2), 171-195, 2017 | 22 | 2017 |

Analysis of the discontinuous Galerkin method applied to the European option pricing problem J Hozman AIP Conference Proceedings 1570 (1), 227-234, 2013 | 17 | 2013 |

On the impact of various formulations of the boundary condition within numerical option valuation by DG method J Hozman, T Tichý Filomat 30 (15), 4253-4263, 2016 | 16 | 2016 |

DG framework for pricing European options under one-factor stochastic volatility models J Hozman, T Tichý Journal of Computational and Applied Mathematics 344, 585-600, 2018 | 15 | 2018 |

A discontinuous Galerkin method for numerical pricing of European options under Heston stochastic volatility J Hozman, T Tichý AIP Conference Proceedings 1789 (1), 030003, 2016 | 15 | 2016 |

A discontinuous Galerkin method for two-dimensional PDE models of Asian options J Hozman, T Tichý, D Cvejnová AIP Conference Proceedings 1738 (1), 080011, 2016 | 10 | 2016 |

DG method for pricing European options under Merton jump-diffusion model J Hozman, T Tichý, M Vlasák Applications of Mathematics 64 (5), 501-530, 2019 | 8 | 2019 |

Discontinuous Galerkin method for convection-diffusion problems J Hozman Univerzita Karlova, Matematicko-fyzikální fakulta, 2009 | 8 | 2009 |

Discontinous Galerkin method for the numerical solution of option pricing J Hozman Aplimat–Journal of Applied Mathematics 5 (2), 271-280, 2012 | 7 | 2012 |

A DG approach to the numerical solution of the Stein-Stein stochastic volatility option pricing model J Hozman, T Tichý AIP Conference Proceedings 1910 (1), 030006, 2017 | 6 | 2017 |

Black-Scholes option pricing model: Comparison of h-convergence of the DG method with respect to boundary condition treatment. J HOZMAN, T TICHÝ ECON-Journal of Economics, Management & Business 24 (3), 2014 | 6 | 2014 |

A Priori Error Estimates for DGFEM Applied to Nonstationary Nonlinear Convection–Diffusion Equation J Hozman, V Dolejší Numerical Mathematics and Advanced Applications 2009: Proceedings of ENUMATH …, 2010 | 6 | 2010 |

Option pricing under the Kou jump-diffusion model: A DG approach J Hozman, T Tichý AIP Conference Proceedings 2172 (1), 070011, 2019 | 5 | 2019 |

DG method for the numerical pricing of two-asset European-style Asian options with fixed strike J Hozman, T Tichý Applications of Mathematics 62 (6), 607-632, 2017 | 5 | 2017 |

Analysis and application of the discontinuous Galerkin method to the RLW equation J Hozman, J Lamač Boundary Value Problems 2013 (1), 1-20, 2013 | 5 | 2013 |

Semi-implicit discontinuous Galerkin method for the solution of the compressible Navier-Stokes equations V Dolejšı, J Hozman European Conference on Computational Fluid Dynamics, Egmond aan Zee, The …, 2006 | 4 | 2006 |

Valuing barrier options using the adaptive discontinuous Galerkin method J Hozman Programs and algorithms of numerical mathematics, 94-99, 2013 | 3 | 2013 |

The discontinuous Galerkin method for discretely observed Asian options J Hozman, T Tichý Mathematical Methods in the Applied Sciences 43 (13), 7726-7746, 2020 | 2 | 2020 |