Jan Pospíšil
Jan Pospíšil
Department of Mathematics, University of West Bohemia
Verified email at - Homepage
Cited by
Cited by
Practical approaches to grid workload and resource management in the EGEE project
P Andretto, AS Borgia, A Dorigo, A Gianelle, M Mordacchini, M Sgaravatto, ...
Proceedings of Computing in High-Enery and Nuclear Physics 2004 2, 899-902, 2005
Parameter estimates and exact variations for stochastic heat equations driven by space-time white noise
J Pospíšil, R Tribe
Stochastic analysis and applications 25 (3), 593-611, 2007
Asymptotic properties of the maximum likelihood estimator for stochastic parabolic equations with additive fractional Brownian motion
I Cialenco, SV Lototsky, J Pospíšil
Stochastics and Dynamics 9 (02), 169-185, 2009
Ergodicity and parameter estimates for infinite-dimensional fractional Ornstein-Uhlenbeck process
B Maslowski, J Pospíšil
Applied Mathematics and Optimization 57 (3), 401-429, 2008
On calibration of stochastic and fractional stochastic volatility models
M Mrázek, J Pospíšil, T Sobotka
European Journal of Operational Research 254 (3), 1036-1046, 2016
The DataGrid workload management system: Challenges and results
G Avellino, S Beco, B Cantalupo, A Maraschini, F Pacini, M Sottilaro, ...
Journal of Grid Computing 2 (4), 353-367, 2004
The EU DataGrid Workload Management System: towards the second major release
G Avellino, S Beco, B Cantalupo, A Maraschini, F Pacini, A Terracina, ...
eConf, MOAT007, 2003
Calibration and simulation of Heston model
M Mrázek, J Pospíšil
Open Mathematics 15 (1), 679-704, 2017
Market calibration under a long memory stochastic volatility model
J Pospíšil, T Sobotka
Applied Mathematical Finance 23 (5), 323-343, 2016
Experience with Teaching Mathematics for Engineers with the Aid of Wolfram Alpha
P Nečesal, J Pospíšil
Proceedings of the World Congress on Engineering and Computer Science 2012, 2012
Distributed Tracking, Storage, and Re-use of Job State Information on the Grid
D Kouřil, A Křenek, L Matyska, M Mulač, J Pospíšil, M Ruda, Z Salvet, ...
Proceedings of Computing in High-Enery and Nuclear Physics 2004 2, 798-801, 2005
gLite job provenance
F Dvořák, D Kouřil, A Křenek, L Matyska, M Mulač, J Pospíšil, M Ruda, ...
International Provenance and Annotation Workshop, 246-253, 2006
Parameter estimates for linear partial differential equations with fractional boundary noise
B Maslowski, J Pospíšil
Communications in Information and Systems 7 (1), 1-20, 2007
Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models
J Daněk, J Pospíšil
International Journal of Computer Mathematics 97 (6), 1268-1292, 2020
Unifying pricing formula for several stochastic volatility models with jumps
F Baustian, M Mrázek, J Pospíšil, T Sobotka
Applied Stochastic Models in Business and Industry 33 (4), 422-442, 2017
The first deployment of workload management services on the EU DataGrid Testbed: feedback on design and implementation
G Avellino, S Beco, B Cantalupo, F Pacini, A Terracina, A Maraschini, ...
eConf, MOAT008, 2003
Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure
J Pospíšil, T Sobotka, P Ziegler
Empirical Economics 57 (6), 1935-1958, 2019
Decomposition Formula for Jump Diffusion Models
R Merino, J POSPÍŠIL, T Sobotka, J Vives
International Journal of Theoretical and Applied Finance 21 (08), 1850052, 2018
A uniform job monitoring service in multiple job universes
M Ruda, A Křenek, M Mulač, J Pospíšil, Z Šustr
GMW'07: Proceedings of the 2007 workshop on Grid monitoring, 17-22, 2007
Decomposition formula for rough Volterra stochastic volatility models
R Merino, J Pospíšil, T Sobotka, T Sottinen, J Vives
International journal of theoretical and applied finance 24 (02), 2150008, 2021
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