Jan Pospíšil

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Publications

Citations

299

H-Index

Active since

2004

Affiliations

University of West Bohemia in Pilsen(Current)

Jan Pospíšil is an author at University of West Bohemia in Pilsen specializing in stochastic processes, stochastic volatility models, and financial economics.

ORCID

Publications per year

2004–2017

Publications

ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION

Igor Cialenco, Sergey V. Lototsky, Jan Pospíšil · Stochastics and Dynamics · 2009 · 72 citations

Engineering, Economics, Dynamical Systems +15

Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by Space-Time White Noise

Jan Pospíšil, Roger Tribe · Stochastic Analysis and Applications · 2007 · 66 citations · Full text

Engineering, Physics, Dynamical Systems +14

Ergodicity and Parameter Estimates for Infinite-Dimensional Fractional Ornstein-Uhlenbeck Process

Bohdan Maslowski, Jan Pospíšil · Applied Mathematics & Optimization · 2007 · 40 citations

Engineering, Mathematics, Dynamical Systems +13

Calibration and simulation of Heston model

Milan Mrázek, Jan Pospíšil · Open Mathematics · 2017 · 39 citations · Full text

Business, Economics, Finance +17

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

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