Jan Pospíšil

Available identifiers

zbMath Open pospisil.janMaRDI QIDQ323463

List of research outcomes

Publication	Date of Publication	Type
Robustness and sensitivity analyses of rough Volterra stochastic volatility models	2024-01-10	Paper
Monotone iteration scheme for nonlinear PDEs in risk models	2023-06-29	Paper
Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models	2022-02-17	Paper
Isogeometric analysis in option pricing	2022-02-16	Paper
Solution of option pricing equations using orthogonal polynomial expansion.	2021-09-16	Paper
DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS	2021-06-18	Paper
Solution of option pricing equations using orthogonal polynomial expansion	2019-12-13	Paper
Unifying pricing formula for several stochastic volatility models with jumps	2019-02-08	Paper
DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS	2019-01-10	Paper
Market calibration under a long memory stochastic volatility model	2018-09-06	Paper
Calibration and simulation of Heston model	2017-07-25	Paper
On calibration of stochastic and fractional stochastic volatility models	2016-10-07	Paper
ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION	2009-07-22	Paper
Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process	2009-06-08	Paper
Parameter estimates for linear partial differential equations with fractional boundary noise	2008-08-14	Paper
https://portal.mardi4nfdi.de/entity/Q5294305	2007-07-24	Paper
Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by Space-Time White Noise	2007-06-27	Paper

Research outcomes over time

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