The following pages link to Jan Pospíšil (Q323463):
Displaying 15 items.
- On calibration of stochastic and fractional stochastic volatility models (Q323465) (← links)
- Parameter estimates for linear partial differential equations with fractional boundary noise (Q937349) (← links)
- Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process (Q1021254) (← links)
- Solution of option pricing equations using orthogonal polynomial expansion. (Q1984560) (← links)
- Calibration and simulation of Heston model (Q2364763) (← links)
- Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by Space-Time White Noise (Q3446962) (← links)
- Market calibration under a long memory stochastic volatility model (Q4585681) (← links)
- Unifying pricing formula for several stochastic volatility models with jumps (Q4620219) (← links)
- DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (Q4645330) (← links)
- DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS (Q4994441) (← links)
- Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models (Q5030643) (← links)
- Isogeometric analysis in option pricing (Q5031706) (← links)
- (Q5294305) (← links)
- ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION (Q5320884) (← links)
- Robustness and sensitivity analyses of rough Volterra stochastic volatility models (Q6146137) (← links)
