Jiří Hozman

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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. Applications of Mathematics	2021-12-10	Paper
The discontinuous Galerkin method for discretely observed Asian options Mathematical Methods in the Applied Sciences	2020-09-16	Paper
DG method for pricing European options under Merton jump-diffusion model. Applications of Mathematics	2019-12-18	Paper
DG framework for pricing European options under one-factor stochastic volatility models Journal of Computational and Applied Mathematics	2018-07-26	Paper
DG method for the numerical pricing of two-asset European-style Asian options with fixed strike. Applications of Mathematics	2018-04-18	Paper
On the impact of various formulations of the boundary condition within numerical option valuation by dg method Filomat	2017-07-19	Paper
DG method for numerical pricing of multi-asset Asian options -- the case of options with floating strike. Applications of Mathematics	2017-07-03	Paper
scientific article; zbMATH DE number 6520782 (Why is no real title available?)	2015-12-14	Paper
scientific article; zbMATH DE number 6520816 (Why is no real title available?)	2015-12-14	Paper
Analysis and application of the discontinuous Galerkin method to the RLW equation Boundary Value Problems	2014-07-11	Paper
Efficient solution strategy for the semi-implicit discontinuous Galerkin discretization of the Navier-Stokes equations Journal of Computational Physics	2011-07-13	Paper
A priori error estimates for DGFEM applied to nonstationary nonlinear convection-diffusion equation Numerical Mathematics and Advanced Applications 2009	2011-05-18	Paper
Analysis of the discontinuous Galerkin finite element method applied to a scalar nonlinear convection-diffusion equation	2010-10-19	Paper
scientific article; zbMATH DE number 5568164 (Why is no real title available?)	2009-06-23	Paper
BDF-DGFE Method for the Compressible Navier-Stokes Equations Numerical Mathematics and Advanced Applications	2009-01-12	Paper
Analysis of semi-implicit DGFEM for nonlinear convection-diffusion problems on nonconforming meshes Computer Methods in Applied Mechanics and Engineering	2007-09-20	Paper

Research outcomes over time

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