• DML-CZ Home

91G20 

• Baustian, Falko; Filipová, Kateřina; Pospíšil, Jan: Solution of option pricing equations using orthogonal polynomial expansion. (English). Applications of Mathematics, vol. 66 (2021), issue 4, pp. 553-582
• He, Xin-Jiang; Chen, Wenting: An approximation formula for the price of credit default swaps under the fast-mean reversion volatility model. (English). Applications of Mathematics, vol. 64 (2019), issue 3, pp. 367-382
• 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
• Krommerová, Csilla; Melicherčík, Igor: Dynamic portfolio optimization with risk management and strategy constraints. (English). Kybernetika, vol. 50 (2014), issue 6, pp. 1032-1048
• 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
• Collan, Mikael: Thoughts about Selected Models for the Valuation of Real Options. (English). Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, vol. 50 (2011), issue 2, pp. 5-12
• Simerská, Carmen: Úvod do finančních derivátú, zvláště forwardů a opcí. (Czech) [Introduction to financial derivatives, especially forwards and options]. Pokroky matematiky, fyziky a astronomie, vol. 56 (2011), issue 4, pp. 313-322
• Lin, Qun; Liu, Tang; Zhang, Shuhua: Superconvergence estimates of finite element methods for American options. (English). Applications of Mathematics, vol. 54 (2009), issue 3, pp. 181-202
• Dostál, Petr: Optimal trading strategies with transaction costs paid only for the first stock. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 47 (2006), issue 2, pp. 43-72
• Roorda, Berend; Engwerda, Jacob; Schumacher, J. M.: Performance of hedging strategies in interval models. (English). Kybernetika, vol. 41 (2005), issue 5, pp. [575]-592
• Štěpán, Josef; Dostál, Petr: The $dX(t)=Xb(X)dt+X\sigma(X)dW$ equation and financial mathematics. I. (English). Kybernetika, vol. 39 (2003), issue 6, pp. [653]-680
• Kolokoltsov, Vassili N.: Nonexpansive maps and option pricing theory. (English). Kybernetika, vol. 34 (1998), issue 6, pp. [713]-724