doc. RNDr. Dana Černá, Ph.D.

doc. RNDr. Dana Černá, Ph.D. QR VCARD
LinePositionDepartmentOffice number
+420 48535 2837EmployeeDepartment of Mathematics and Didactics of MathematicsG04075


  1. D. Černá, V. Finěk, Wavelet-Galerkin Method for Second-Order Integro-Differential Equations on Product Domains, Topics in Integral and Integro-Differential Equations, Switzerland, Springer International Publishing, 1, ISBN: 978-3-030-65508-2, p. 1-40, 40 pages, [Online], 2021
  2. D. Černá, V. Finěk, Galerkin method with new quadratic spline wavelets for integral and integro-differential equations, JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, AMSTERDAM, NETHERLANDS, ELSEVIER, 1, p. 426-443, 18 pages, ISSN: 0377-0427, [Online], 2020
  3. D. Černá, Cubic spline wavelets with four vanishing moments on the interval and their applications to option pricing under Kou model, INTERNATIONAL JOURNAL OF WAVELETS MULTIRESOLUTION AND INFORMATION PROCESSING, SINGAPORE, WORLD SCIENTIFIC PUBL CO PTE LTD, 27 pages, ISSN: 0219-6913, n. 1, [Online], 2019
  4. D. Černá, Quadratic Spline Wavelets for Sparse Discretization of Jump-Diffusion Models, Symmetry, BASEL, SWITZERLAND, MDPI, 1, 21 pages, ISSN: 2073-8994, n. 8, [Online], 2019
  5. J. Hozman, T. Tichý, D. Černá, A. Kresta, Review of several numerical approaches to sensitivity measurement of the Black-Scholes option prices, 37TH INTERNATIONAL CONFERENCE MATHEMATICAL METHODS IN ECONOMICS (MME 2019), České Budějovice, University of South Bohemia in České Budějovice, ISBN: 978-80-7394-760-6, p. 362-367, 6 pages, [Online], 2019
  6. D. Černá, L. Rebollo-Neira, Wavelet based dictionaries for dimensionality reduction of ECG signals, Biomedical Signal Processing and Control, Oxford, England, ELSEVIER SCI LTD,, 9 pages, ISSN: 1746-8094, [Online], 2019
  7. D. Černá, Postprocessing Galerkin method using quadratic spline wavelets and its efficiency, Computers & Mathematics with Applications, Oxford, England, PERGAMON-ELSEVIER SCIENCE LT, 1, p. 3186-3200, 15 pages, ISSN: 0898-1221, n. 9, [Online], 2018
  8. D. Černá, V. Finěk, Quadratic Spline Wavelets with Short Support Satisfying Homogeneous Boundary Conditions, ELECTRONIC TRANSACTIONS ON NUMERICAL ANALYSIS, KENT, KENT STATE UNIVERSITY, p. 15-39, 25 pages, ISSN: 1068-9613, [Online], 2018
  9. J. Hozman, D. Černá, M. Holčapek, T. Tichý, R. Valášek, Review of modern numerical methods for a simple vanilla option pricing problem, Ekonomická revue – Central European Review of Economic Issues, Ostrava, VŠB TU Ostrava, p. 21-30, 10 pages, ISSN: 1212-3951, n. 1, [Online], 2018
  10. J. Hozman, M. Holčapek, T. Tichý, D. Černá, A. Kresta, R. Valášek, Robust Numerical Schemes for Pricing of Selected Options, Ostrava, VŠB-TU Ostrava, 1, ISBN: 978-80-248-4269-1, 162 pages, 2018
  11. D. Černá, V. Finěk, Valuation of Options under Heston Stochastic Volatility Model Using Wavelets, 2017 FOURTH INTERNATIONAL CONFERENCE ON MATHEMATICS AND COMPUTERS IN SCIENCES AND IN INDUSTRY (MCSI), NEW YORK, USA, IEEE, ISBN: 978-1-5386-2820-1, p. 16-20, 5 pages, [Online], 2018
  12. D. Černá, Wavelet-Galerkin Method for Option Pricing under a Double Exponential Jump-Diffusion Model, 5TH INTERNATIONAL CONFERENCE ON MATHEMATICS AND COMPUTERS IN SCIENCES AND INDUSTRY (MCSI 2018), NEW YORK, USA, IEEE, 1, ISBN: 978-1-5386-7500-7, 6 pages, [Online], 2018
  13. V. Finěk, D. Černá, A diagonal preconditioner for singularly perturbed problems, Boundary Value Problems, CHAM, CH-6330, SWITZERLAND, SPRINGER INTERNATIONAL PUBLISHING AG, 12 pages, ISSN: 1687-2770, n. 22, FEB 7 2017, [Online], 2017
  14. D. Černá, Adaptive wavelet method for pricing options under the Stein-Stein stochastic volatility model, FINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS: 11TH INTERNATIONAL SCIENTIFIC CONFERENCE,, OSTRAVA, CZECH REPUBLIC, VSB-TECH UNIV OSTRAVA, 1, p. 165-172, 8 pages, ISSN: 2336-162X, [Online], 2017
  15. D. Černá, Adaptive Wavelet Method for Pricing Two-Asset Asian Options with Floating Strike, AIP Conference Proceedings, Melville, American Institute of Physics, ISBN: 978-0-7354-1602-4, 8 pages, ISSN: 0094-243X, [Online], 2017
  16. D. Černá, V. Finěk, Sparse Wavelet Representation of Differential Operators with Piecewise Polynomial Coefficients, Axioms, Basel, Switzerland, MDPI, 21 pages, ISSN: 2075-1680, n. 1, [Online], 2017
  17. D. Černá, Wavelet Method for Pricing Options with Stochastic Volatility, 35th International Conference Mathematical Methods in Economics (MME), Hradec Králové, Univerzita Hradec Králové, ISBN: 978-80-7435-678-0, p. 96-101, 6 pages, [Online], 2017
  18. D. Černá, V. Finěk, Adaptive wavelet method for the Black-Scholes equation of European options, 34TH INTERNATIONAL CONFERENCE MATHEMATICAL METHODS IN ECONOMICS (MME 2016), Liberec, TECHNICAL UNIVERSITY LIBEREC, STUDENTSKA 2, LIBEREC, 00000, CZECH REPUBLIC, ISBN: 978-80-7494-296-9, p. 120-125, 6 pages, [Online], 2016
  19. D. Černá, Numerical Solution of the Black-Scholes Equation Using Cubic Spline Wavelets, AIP Conference Proceedings, Melville, American Institute of Physics, ISBN: 978-0-7354-1453-2, 8 pages, ISSN: 0094-243X, [Online], 2016
  20. V. Finěk, D. Černá, On a Sparse Representation of an n-Dimensional Laplacian in Wavelet Coordinates, Results in Mathematics, PICASSOPLATZ 4, BASEL, 4052, SWITZERLAND, SPRINGER BASEL AG, p. 225-243, 19 pages, ISSN: 1422-6383, n. 1-2, [Online], 2016
  21. D. Černá, V. Finěk, M. Šimůnková, Quantitative Properties of Quadratic Spline Wavelets in Higher Dimensions, Programs and Algorithms of Numerical Mathematics, Proceedings of Seminar, Prague, Institute of Mathematics AS CR, ISBN: 978-80-85823-64-6, p. 41-46, 6 pages, [Online], 2016
  22. V. Finěk, D. Černá, D. Cvejnová, Wavelets based on Hermite cubic splines, AIP Conference Proceedings, MELVILLE, NY 11747-4501 USA, AMER INST PHYSICS, ISBN: 978-0-7354-1392-4, 4 pages, ISSN: 1551-7616, [Online], 2016