Author: Tichý, Tomáš

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

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