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 | 90 | 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 | 32 | 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 | 17 | 2017 |

Analysis of the discontinuous Galerkin method applied to the European option pricing problem J Hozman AIP Conference Proceedings 1570 (1), 227-234, 2013 | 16 | 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 | 13 | 2016 |

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 | 12 | 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 | 9 | 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 | 8 | 2018 |

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 |

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, 459-467, 2010 | 6 | 2010 |

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 |

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 | 4 | 2017 |

Analysis and application of the discontinuous Galerkin method to the RLW equation J Hozman, J Lamač Boundary Value Problems 2013 (1), 116, 2013 | 4 | 2013 |

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

Discontinuous Galerkin method for numerical solution of the regularized long wave equation J Hozman AIP Conference Proceedings 1497 (1), 118-125, 2012 | 2 | 2012 |

Numerical solution of the Navier–Stokes equations by semi–implicit schemes J Hozman Charles University, Faculty of Mathematics and Physics, Prague, Czech …, 2006 | 2 | 2006 |

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 | 1 | 2018 |

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 | 1 | 2018 |