• DML-CZ Home

Author: Hozman, Jiří

• Hozman, Jiří; Tichý, Tomáš: DGM for real options valuation: Options to change operating scale. (English). In: Chleboun, J., Kůs, P., Papež, J., Rozložník, M., Segeth, K. and Šístek, J. (eds.): Programs and Algorithms of Numerical Mathematics. Proceedings of Seminar. Jablonec nad Nisou, June 19-24, 2022. Institute of Mathematics CAS, Prague, 2023. pp. 75-84
• Hozman, Jiří; Tichý, Tomáš: Option valuation under the VG process by a DG method. (English). Applications of Mathematics, vol. 66 (2021), issue 6, pp. 857-886
• Hozman, Jiří; Tichý, Tomáš; Vlasák, Miloslav: DG method for pricing European options under Merton jump-diffusion model. (English). Applications of Mathematics, vol. 64 (2019), issue 5, pp. 501-530
• Hozman, Jiří; Tichý, Tomáš: DG method for numerical pricing of multi-asset Asian options—the case of options with floating strike. (English). Applications of Mathematics, vol. 62 (2017), issue 2, pp. 171-195
• Hozman, Jiří; Tichý, Tomáš: DG method for the numerical pricing of two-asset European-style Asian options with fixed strike. (English). Applications of Mathematics, vol. 62 (2017), issue 6, pp. 607-632
• Hozman, Jiří: Valuing barrier options using the adaptive discontinuous Galerkin method. (English). In: Chleboun, J., Segeth, K., Šístek, J. and Vejchodský, T. (eds.): Programs and Algorithms of Numerical Mathematics. Proceedings of Seminar. Dolní Maxov, June 3-8, 2012. Institute of Mathematics AS CR, Prague, 2013. pp. 94-99
• Hozman, Jiří: A shock-capturing discontinuous Galerkin method for the numerical solution of inviscid compressible flow. (English). In: Chleboun, J., Přikryl, P., Segeth, K. and Šístek, J. (eds.): Programs and Algorithms of Numerical Mathematics. Proceedings of Seminar. Dolní Maxov, June 6-11, 2010. Institute of Mathematics AS CR, Prague, 2010. pp. 95-100
• Hozman, Jiří; Dolejší, Vít: Analysis of the discontinuous Galerkin finite element method applied to a scalar nonlinear convection-diffusion equation. (English). In: Chleboun, J., Přikryl, P., Segeth, K. and Vejchodský, T. (eds.): Programs and Algorithms of Numerical Mathematics. Proceedings of Seminar. Dolní Maxov, June 1-6, 2008. Institute of Mathematics AS CR, Prague, 2008. pp. 97-102