J. Posp'ivsil

On simulation of rough Volterra stochastic volatility models

J. Matas, J. Posp'ivsil, 2021, 2108.01999.

Isogeometric analysis in option pricing

Jan Posp'ivsil, Vladim'ir vSv'igler, Vladim'ir vSv'igler, 2019, 1910.00258.

Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models

Josef Danvek, J. Posp'ivsil, J. Danek, 2019, Int. J. Comput. Math..

DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS

Josep Vives, Tommi Sottinen, Raul Merino, 2019, International Journal of Theoretical and Applied Finance.