doc. RNDr. Václav Finěk, Ph.D.

Line | Position | Department | Office number |
+420 48535 2906 | Employee | Department of Mathematics and Didactics of Mathematics | G04075 |
Publications
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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