Dana Černá

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Valuation of two-factor options under the Merton jump-diffusion model using orthogonal spline wavelets.	2024-12-11	Paper
Option pricing under multifactor Black-Scholes model using orthogonal spline wavelets	2024-04-17	Paper
Wavelet method for option pricing under the two-asset Merton jump-diffusion model.	2021-12-17	Paper
Wavelet-Galerkin method for second-order integro-differential equations on product domains	2021-10-04	Paper
Sparse wavelet representation of differential operators with piecewise polynomial coefficients	2019-10-02	Paper
Construction of wavelet dictionaries for ECG modelling	2019-09-21	Paper
Galerkin method with new quadratic spline wavelets for integral and integro-differential equations	2019-07-26	Paper
Postprocessing Galerkin method using quadratic spline wavelets and its efficiency	2019-03-25	Paper
Cubic spline wavelets with four vanishing moments on the interval and their applications to option pricing under Kou model	2019-02-28	Paper
Quadratic spline wavelets with short support satisfying homogeneous boundary conditions	2018-04-23	Paper
Quadratic Spline Wavelets with Short Support Satisfying Homogeneous Boundary Conditions	2017-12-10	Paper
Quantitative properties of quadratic spline wavelet bases in higher dimensions.	2017-06-14	Paper
A diagonal preconditioner for singularly perturbed problems	2017-03-28	Paper
Cubic spline wavelets with short support for fourth-order problems	2016-04-29	Paper
On a sparse representation of an \(n\)-dimensional Laplacian in wavelet coordinates	2016-02-08	Paper
A quadratic spline-wavelet basis on the interval.	2015-12-14	Paper
Wavelet bases for the biharmonic problem.	2015-12-14	Paper
Wavelet basis of cubic splines on the hypercube satisfying homogeneous boundary conditions	2015-10-27	Paper
Quadratic spline wavelets with short support for fourth-order problems	2015-02-26	Paper
Cubic spline wavelets with complementary boundary conditions	2014-07-04	Paper
Approximate multiplication in adaptive wavelet methods	2013-07-05	Paper
Construction of optimally conditioned cubic spline wavelets on the interval	2011-02-14	Paper
https://portal.mardi4nfdi.de/entity/Q3162436	2010-10-19	Paper
Construction of Orthonormal Wavelets Using Symbolic Algebraic Methods	2010-01-22	Paper
Cubic spline wavelets satisfying homogeneous boundary conditions for fourth-order problems	2010-01-22	Paper
Optimized Construction of Biorthogonal Spline‐Wavelets	2009-04-21	Paper
Adaptive Wavelet‐Frame Method with Stable Boundary Adapted Bases	2009-04-21	Paper
On the Construction of Stable B-Spline Wavelet Bases	2009-01-12	Paper
On the exact values of coefficients of coiflets	2008-05-06	Paper
On the computation of scaling coefficients of Daubechies' wavelets	2005-03-11	Paper

Research outcomes over time

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