Concepedia

Jiří Hozman

JH

8

Publications

163

Citations

8

H-Index

2007

Active since

Affiliations

Technical University of Liberec(Current)

Charles University

VSB - Technical University of Ostrava

Jiří Hozman is an author at Technical University of Liberec specializing in numerical analysis, option pricing, and engineering.

Top concepts

Numerical AnalysisEngineeringOption PricingBusinessAsset PricingApproximation TheoryNumerical SimulationFinancial EngineeringMultivariate Stochastic VolatilityFinance

Publications per year

2007–2019

8

Publications

8

Analysis of semi-implicit DGFEM for nonlinear convection–diffusion problems on nonconforming meshes

Vít Dolejší, Miloslav Feistauer, Jiří Hozman · Computer Methods in Applied Mechanics and Engineering · 2007 · 52 citations

Numerical Analysis, Semi-implicit Dgfem, Engineering +7

Efficient solution strategy for the semi-implicit discontinuous Galerkin discretization of the Navier–Stokes equations

Vít Dolejší, Martin Holík, Jiří Hozman · Journal of Computational Physics · 2010 · 21 citations

Numerical Analysis, Engineering, Semi-implicit Method +6

DG framework for pricing European options under one-factor stochastic volatility models

Jiří Hozman, Tomáš Tichý · Journal of Computational and Applied Mathematics · 2018 · 19 citations

Option Pricing, Multivariate Stochastic Volatility, Asset Pricing +8

DG method for numerical pricing of multi-asset Asian options---the case of options\newline with floating strike

Jiří Hozman, Tomáš Tichý · 2017 · 18 citations

Analysis of the discontinuous Galerkin method applied to the European option pricing problem

Jiří Hozman · AIP conference proceedings · 2013 · 15 citations

Numerical Analysis, Diffusion Terms, Option Pricing +12

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