Jiří  Hozman
Title
Cited by
Cited by
Year
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
902007
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
322011
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
172017
Analysis of the discontinuous Galerkin method applied to the European option pricing problem
J Hozman
AIP Conference Proceedings 1570 (1), 227-234, 2013
162013
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
132016
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
122016
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
92016
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
82018
Discontinuous Galerkin method for convection-diffusion problems
J Hozman
Univerzita Karlova, Matematicko-fyzikální fakulta, 2009
82009
Discontinous Galerkin method for the numerical solution of option pricing
J Hozman
Aplimat–Journal of Applied Mathematics 5 (2), 271-280, 2012
72012
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
62014
A Priori Error Estimates for DGFEM Applied to Nonstationary Nonlinear Convection–Diffusion Equation
J Hozman, V Dolejší
Numerical Mathematics and Advanced Applications 2009, 459-467, 2010
62010
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
52017
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
42017
Analysis and application of the discontinuous Galerkin method to the RLW equation
J Hozman, J Lamač
Boundary Value Problems 2013 (1), 116, 2013
42013
Valuing barrier options using the adaptive discontinuous Galerkin method
J Hozman
Programs and algorithms of numerical mathematics, 94-99, 2013
32013
Discontinuous Galerkin method for numerical solution of the regularized long wave equation
J Hozman
AIP Conference Proceedings 1497 (1), 118-125, 2012
22012
Numerical solution of the Navier–Stokes equations by semi–implicit schemes
J Hozman
Charles University, Faculty of Mathematics and Physics, Prague, Czech …, 2006
22006
Comparison of Selected Advanced Numerical Methods for Greeks Calculation of Vanilla Options
A Kresta, J Hozman, M Holcapek, T Tichy, R Valasek
Iranian Journal of Operations Research (IJOR) 9 (2), 81-94, 2018
12018
Review of modern numerical methods for a simple vanilla option pricing problem
J Hozman, D Černá, M Holčapek, T Tichý, R Valášek
Vysoká škola báňská-Technická univerzita Ostrava, 2018
12018
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