Dana Černá
Technická Univerzita v Liberci
H-index: 12
Europe-Czech Republic
Top articles of Dana Černá
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Option pricing under multifactor Black–Scholes model using orthogonal spline wavelets | Mathematics and Computers in Simulation | Dana Černá Kateřina Fiňková | 2024/6/1 |
Wavelet Method for Pricing Options on Two-Stage Expansion of Investment Project | Dana Černá | 2023/8/8 | |
Valuation of two-factor options under the Merton jump-diffusion model using orthogonal spline wavelets | Programs and Algorithms of Numerical Mathematics | Dana Černá | 2023 |
Orthogonal spline-wavelet method for two-asset Black-Scholes and Merton model | AIP Conference Proceedings | Dana Černá | 2023/12/11 |
Wavelet-Galerkin method for pricing two-asset European options under merton model | AIP Conference Proceedings | Dana Černá | 2023/9/1 |
A priori selected spline–wavelet basis for option pricing under Black–Scholes and Merton model | AIP Conference Proceedings | Dana Černá | 2022/9/6 |
Wavelet method for sensitivity analysis of European options under Merton jump-diffusion model | AIP Conference Proceedings | Dana Černá | 2022/4/6 |
Wavelet method for option pricing under the two-asset Merton jump-diffusion model | Programs and Algorithms of Numerical Mathematics | Dana Černá | 2021 |
Construction of wavelet dictionaries for ECG modeling | MethodsX | Dana Černá Laura Rebollo-Neira | 2021/1/1 |
Wavelet-Galerkin method for second-order integro-differential equations on product domains | Topics in Integral and Integro-Differential Equations: Theory and Applications | Dana Černá Václav Finěk | 2021 |
Galerkin method with new quadratic spline wavelets for integral and integro-differential equations | Journal of Computational and Applied Mathematics | Dana Černá Václav Finěk | 2020/1/1 |
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