Tomáš Sobotka

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Active since

2016

Affiliations

University of West Bohemia in Pilsen(Current)

Tomáš Sobotka is an author at University of West Bohemia in Pilsen specializing in financial economics, stochastic volatility, and stochastic processes.

ORCID

Publications per year

2016–2017

Publications

On calibration of stochastic and fractional stochastic volatility models

Milan Mrázek, Jan Pospíšil, Tomáš Sobotka · European Journal of Operational Research · 2016 · 31 citations

Business, Finance, Mathematics +12

Market calibration under a long memory stochastic volatility model

Jan Pospíšil, Tomáš Sobotka · Applied Mathematical Finance · 2016 · 21 citations · Full text

Business, Economics, Finance +17

Unifying pricing formula for several stochastic volatility models with jumps

Falko Baustian, Milan Mrázek, Jan Pospíšil et al. · Applied Stochastic Models in Business and Industry · 2017 · 15 citations

Engineering, Finance, Mathematics +17

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