Basis properties of Fučík eigenfunctions for the Neumann Laplacian with V. Bobkov, Journal of Mathematical Analysis and Applications, Volume 516 (1), 2022. DOI: 10.1016/j.jmaa.2022.126466
Basisness of Fučík eigenfunctions for the Dirichlet Laplacian with V. Bobkov, 2021 UNC Greensboro PDE Conference, Electronic Journal of Differential Equations, Conference 26, pp. 33-43, 2022. ISSN: 1072-6691
Basis properties of Fučík eigenfunctions with V. Bobkov, Analysis Mathematica, Volume 48 (3), pp. 619-648, 2022. DOI: 10.1007/s10476-022-0127-9
A note on a PDE approach to option pricing under xVA with M. Fencl, J. Pospíšil, and V. Švígler, Wilmott, Volume 2022 (118), pp. 60-69, 2022. DOI: 10.1002/wilm.11004
Seasonality of salmonid parasites from flow-through aquaculture in northern Germany: Emphasis on pathogenicity of Diplostomum spp. metacercaria with P. Unger, J. Suthar, X. Neitemeier-Duventester, S. Kleinertz und H. W. Palm, Aquaculture, Fish and Fisheries, Volume 2 (1), pp. 1-11, 2022. DOI: 10.1002/aff2.25
Space-time analyticity of weak solutions to semilinear parabolic systems with variable coeffcients with P. Takáč, Electronic Journal of Differential Equations, Special Issue 01, pp. 23-89, 2021. ISSN: 1072-6691
Solution of option pricing equations using orthogonal polynomial expansion with K. Filipová and J. Pospíšil, Applications of Mathematics, Volume 66 (4), pp. 553-582, 2021. DOI: 10.21136/AM.2021.0361-19
On asymptotic behaviour of Dirichlet inverse with V. Bobkov, International Journal of Number Theory, Volume 16 (6), pp. 1337-1354, 2020. DOI: 10.1142/S1793042120500700
Unifying pricing formula for several stochastic volatility models with jumps with M. Mrázek, J. Pospíšil, and T. Sobotka, Applied Stochastic Models in Business and Industry, Volume 33 (4), pp. 422-442, 2017. DOI: 10.1002/asmb.2248
Analyticity in time and space for a semilinear Cauchy problem, Dissertation, University of Rostock, 2016.
Preprints
Monontone iteration scheme for nonlinear PDEs in risk models with J. Pospíšil and V. Švígler. arXiv: 2306.17320
Book chapter
An application to mathematical finance: one-integral formulas for option pricing, accepted for publication.
