doc. RNDr. Dana Černá, Ph.D.

doc. RNDr. Dana Černá, Ph.D. QR VCARD
LinePositionDepartmentOffice number
+420 48535 2837EmployeeKatedra matematikyG 04075

Publications

  1. D. Černá, Orthogonal Wavelet Method for Multi-Stage Expansion and Contraction Options Under Stochastic Volatility, Applied Numerical Mathematics, Amsterdam, Elsevier, p. 155-175, 21 pages, ISSN: 0168-9274, n. JUNE 2025, [Online], 2025
  2. D. Černá, K. Fiňková, Option pricing under multifactor Black–Scholes model using orthogonal spline wavelets, Mathematics and Computers in Simulation, Amsterdam, ELSEVIER, p. 309-340, 32 pages, ISSN: 0378-4754, n. JUN, [Online], 2024
  3. D. Černá, Orthogonal spline-wavelet method for two-asset Black-Scholes and Merton model, AIP Conference Proceedings, American Institute of Physics, ISBN: 978-073544763-9, 7 pages, ISSN: 0094-243X, [Online], 2023
  4. D. Černá, Wavelet-Galerkin Method for Pricing Two-Asset European Options under Merton Model, AIP Conference Proceedings, 4 pages, ISSN: 0094-243X, [Online], 2023
  5. D. Černá, A Priori Selected Spline-Wavelet Basis for Option Pricing under Black-Scholes and Merton Model, AIP Conference Proceedings, New York, American Institute of Physics Inc., ISBN: 978-073544396-9, 8 pages, ISSN: 0094243X, [Online], 2022
  6. D. Černá, Wavelet Method for Sensitivity Analysis of European Options under Merton Jump-Diffusion Model, AIP Conference Proceedings, New York, American Institute of Physics Inc., ISBN: 978-073544182-8, 4 pages, ISSN: 0094243X, [Online], 2022
  7. D. Černá, L. Rebollo-Neira, Construction of wavelet dictionaries for ECG modeling, MethodsX, AMSTERDAM, ELSEVIER, 20 pages, ISSN: 2215-0161, n. 8, [Online], 2021
  8. D. Černá, Wavelet method for option pricing under the two-asset Merton jump-diffusion model, Programs and Algorithms of Numerical Mathematics 20, Proceedings of Seminar, PRAHA, ACAD SCIENCES CZECH REPUBLIC, INST MATHEMATICS, ISBN: 978-80-85823-71-4, p. 30-39, 10 pages, [Online], 2021
  9. 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
  10. 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, n. JAN 2020, [Online], 2020
  11. 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
  12. 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
  13. 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
  14. 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, n. SEP 2019, [Online], 2019
  15. T. Tichý, J. Hozman, M. Holčapek, D. Černá, A. Kresta, Comparison of several modern numerical methods for option pricing, MATHEMATICAL, MatfyzPress, ISBN: 978-80-7378-372-3, p. 591-594, 4 pages, [Online], 2018
  16. 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
  17. 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, n. neuvedeno, [Online], 2018
  18. 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
  19. 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
  20. 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
  21. 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
  22. 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
  23. 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
  24. 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
  25. 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
  26. 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
  27. 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
  28. 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
  29. 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
  30. 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
  31. 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
  32. D. Černá, V. Finěk, Wavelet basis of cubic splines on the hypercube satisfying homogeneous boundary conditions, INTERNATIONAL JOURNAL OF WAVELETS MULTIRESOLUTION AND INFORMATION PROCESSING, Singapore, WORLD SCIENTIFIC PUBL, 21 pages, ISSN: 0219-6913, n. 3, [Online], 2015
  33. D. Černá, V. Finěk, Cubic spline wavelets with short support for fourth-order problems, Applied Mathematics and Computation, New York, ELSEVIER SCIENCE INC, p. 44-56, 13 pages, ISSN: 0096-3003, n. September, [Online], 2014
  34. D. Černá, V. Finěk, Quadratic Spline Wavelets with Short Support for Fourth-Order Problems, Results in Mathematics, Basel, SPRINGER BASEL AG, p. 525-540, 21 pages, ISSN: 1422-6383, n. 3-4, [Online], 2014
  35. V. Finěk, D. Černá, Approximate multiplication in adaptive wavelet methods, Central European Journal of Mathematics, Warsaw, DE GRUYTER, p. 972-983, 12 pages, ISSN: 1895-1074, n. 5, [Online], 2013
  36. D. Černá, V. Finěk, Cubic spline wavelets with complementary boundary conditions, Applied Mathematics and Computation, New York, ELSEVIER SCIENCE INC, p. 1853-1865, 13 pages, ISSN: 0096-3003, n. 4, [Online], 2012
  37. D. Černá, V. Finěk, Construction of optimally conditioned cubic spline wavelets on the interval, Advances in Computational mathematics, New York, Springer, p. 219-252, 34 pages, ISSN: 1019-7168, n. 2, [Online], 2011
  38. V. Finěk, D. Černá, K. Najzar, On the exact values of coefficients of coiflets, Central European Journal of Mathematics, Warsaw, DE GRUYTER, 11 pages, ISSN: 1895-1074, n. 1, [Online], 2008
  39. V. Finěk, D. Černá, On the computation of scaling coefficients of Daubechies‘ wavelets, Central European Journal of Mathematics, Warsaw, De Gruyter, p. 399-419, 21 pages, ISSN: 1895-1074, n. 3, [Online], 2004