doc. RNDr. Václav Finěk, Ph.D.

doc. RNDr. Václav Finěk, Ph.D. QR VCARD
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+420 48535 2906EmployeeKatedra matematikyG04075

Publications

  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. 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
  4. 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
  5. 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
  6. 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
  7. 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
  8. 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
  9. 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
  10. 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
  11. 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
  12. 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
  13. 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
  14. 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
  15. 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
  16. 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
  17. 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
  18. 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
  19. 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, [Online], 2014
  20. 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
  21. 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
  22. 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
  23. 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
  24. 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
  25. 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