Jiří Hozman

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
DGM for real options valuation: options to change operating scale.	2024-12-11	Paper
Option valuation under the VG process by a DG method.	2021-12-10	Paper
The discontinuous Galerkin method for discretely observed Asian options	2020-09-16	Paper
DG method for pricing European options under Merton jump-diffusion model.	2019-12-18	Paper
DG framework for pricing European options under one-factor stochastic volatility models	2018-07-26	Paper
DG method for the numerical pricing of two-asset European-style Asian options with fixed strike.	2018-04-18	Paper
On the impact of various formulations of the boundary condition within numerical option valuation by DG method	2017-07-19	Paper
DG method for numerical pricing of multi-asset Asian options -- the case of options with floating strike.	2017-07-03	Paper
https://portal.mardi4nfdi.de/entity/Q3456409	2015-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q3456453	2015-12-14	Paper
Analysis and application of the discontinuous Galerkin method to the RLW equation	2014-07-11	Paper
Efficient solution strategy for the semi-implicit discontinuous Galerkin discretization of the Navier-Stokes equations	2011-07-13	Paper
A Priori Error Estimates for DGFEM Applied to Nonstationary Nonlinear Convection–Diffusion Equation	2011-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q3162442	2010-10-19	Paper
https://portal.mardi4nfdi.de/entity/Q3632367	2009-06-23	Paper
BDF-DGFE Method for the Compressible Navier-Stokes Equations	2009-01-12	Paper
Analysis of semi-implicit DGFEM for nonlinear convection-diffusion problems on nonconforming meshes	2007-09-20	Paper

Research outcomes over time

This page was built for person: Jiří Hozman