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doc. RNDr. Václav Finěk, Ph.D.

doc. RNDr. Václav Finěk, Ph.D. QR VCARD
LinePositionDepartmentOffice number
+420 48535 2906EmployeeDepartment of Mathematics and Didactics of MathematicsG04075

Publications

  1. 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
  2. V. Finěk, Adaptive wavelet based scheme for option pricing, 2018 5TH INTERNATIONAL CONFERENCE ON MATHEMATICS AND COMPUTERS IN SCIENCES AND INDUSTRY (MCSI 2018), ISBN: 978-1-5386-7500-7, 4 pages, [Online], 2019
  3. V. Finěk, Adaptive Scheme for Black-Scholes Equation using Hermite Cubic Spline Wavelets, PROCEEDINGS OF THE 44TH INTERNATIONAL CONFERENCE "APPLICATIONS OF MATHEMATICS IN ENGINEERING AND ECONOMICS", ISBN: 978-0-7354-1774-8, 4 pages, ISSN: 0094-243X, [Online], 2018
  4. V. Finěk, Convergence of Crank-Nicolson scheme combined with wavelet discretization for the Black-Scholes equation, 2017 Fourth International Conference on Mathematics and Computers in Sciences and in Industry (MCSI), NEW YORK, IEEE, ISBN: 978-1-5386-2820-1, p. 289-292, 4 pages, [Online], 2018
  5. V. Finěk, Implicit-explicit scheme combined with wavelets for pricing European options, MATHEMATICAL METHODS IN ECONOMICS (MME 2017), Hradec Kralove, CZECH REPUBLIC, UNIV HRADEC KRALOVE, ISBN: 978-80-7435-678-0, p. 173-176, 4 pages, [Online], 2018
  6. 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
  7. 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
  8. 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
  9. V. Finěk, Fourth Order Scheme for Wavelet Based Solution of Black-Scholes Equation, AIP Conference Proceedings, MELVILLE, NY 11747-4501 USA, AMER INST PHYSICS, ISBN: 9780735416024, 4 pages, ISSN: 0094-243X, 2017
  10. V. Finěk, Fractional Step Method for Wavelet Based Solution of Black-Scholes Equation, AIP Conference Proceedings, MELVILLE, NY 11747-4501 USA, AMER INST PHYSICS, ISBN: 9780735414532, 4 pages, ISSN: 0094-243X, 2017
  11. V. Finěk, Properties of Wavelet Discretization of Black-Scholes Equation, AIP Conference Proceedings, MELVILLE, NY 11747-4501 USA, AMER INST PHYSICS, ISBN: 9780735415386, 4 pages, ISSN: 0094-243X, [Online], 2017
  12. 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
  13. 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
  14. 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
  15. 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
  16. 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