2023

• Fučík systems for Dirichlet and Neumann boundary conditions at the 2nd UNC Greensboro Partial Differential Equations Conference (Virtual Conference) of the University of North Carolina in Greensboro (North Carolina, U.S.A.)
• Basis properties of Fučík eigenfunctions for Dirichlet and Neumann boundary conditions at the Marseille-Toulouse-Rostock Meetings on PDE's at CIRM in Toulouse (France)
• Pricing options with self-financing portfolios - a heuristic approach at the University of West Bohemia in Pilsen (Czech Republic)

2022

• The PDE approach in Stochastic Finance at the University of West Bohemia in Pilsen (Czech Republic)

2021

• PDEs in Mathematical Finance in the Seminar of the Institute of Mathematics at the Ufa Federal Research Centre (Russia)
• Fučík systems and their basis properties in the Seminar on Complex and Harmonic Analysis at the Ufa Federal Research Centre (Russia)
• Basis properties of Fučík eigenfunctions at the UNC Greensboro Partial Differential Equations Conference (Virtual Conference) of the University of North Carolina in Greensboro (North Carolina, U.S.A.)
• Das Pascalsche Dreieck at the 16th Day of Mathematics at the University of Rostock
• Basis properties of Fučík eigenfunctions in the Analysis Seminar at the University of West Bohemia in Pilsen (Czech Republic)

2020

• A Galerkin-based method in weighted Sobolev spaces at the 13th AIMS Conference on Dynamical Systems, Differential Equations and Applications in Atlanta (Georgia, U.S.A.) - postponed!
• Das Pascalsche Dreieck at the 16th Day of Mathematics at the University of Rostock - postponed!
• Solution of option pricing equations using polynomial expansion in the Analysis Seminar at the University of West Bohemia in Pilsen (Czech Republic)

2019

• Polynomial approximation for the Heston model at the Conference in honor of Peter Takáč 's birthday at the Université Toulouse 1 Capitole in Toulouse (France)

2018

• Complex Analysis in Finance in the Analysis Seminar at the University of West Bohemia in Pilsen (Czech Republic)
• A Galerkin-based pricing approach for financial derivatives at the conference Variational and Topological Methods: Theory, Methods and Numerical Simulations at the Northern Arizona University in Flagstaff (Arizona, U.S.A.)

2017

• Analyticity in time an space for a semilinear Cauchy problem in the Analysis Seminar at the University of West Bohemia in Pilsen (Czech Republic)
• Analyticity in time an space for a semilinear Cauchy problem at the 8th International Conference on Differential and Functional Differential Equations in the International Workshop: Differential Equations and Interdisciplinary Investigations at the People's Friendship University of Russia in Moscow (Russia)
• Analyticity in time an space for a semilinear Cauchy problem at the defense of the dissertation at the University of Rostock

2016

• Analyticity in time for an abstract nonlinear evolutionary problem at the 11th AIMS Conference on Dynamical Systems, Differential Equations and Applications in Orlando (Florida, U.S.A.)
• Analyticity in time and space for a system of semilinear evolution equations with variable coefficients at the same conference
• Analyticity in time and space for a semilinear evolution equation at the conference XXX Seminar in Differential Equations in Ostrov (Czech Republic)

2015

• A unifying formula for stochastic volatility models with jumps in the Analysis Seminar at the University of West Bohemia in Pilsen (Czech Republic)
• A unifying formula for stochastic volatility models with jumps in the Research Colloquium on Applied Analysis and Partial Differential Equations at the University of Rostock

2014

• Analyticity for a semilinear evolution equation with variable coefficients at the 10th MSU Conference on Partial Differential Equations and Computational Simulations at the Mississippi State University in Starkville (Mississippi, U.S.A.)

2013

• Analyticity for bounded solutions of a semilinear evolution equation in the Research Colloquium on Applied Analysis and Partial Differential Equations at the University of Rostock
• Analyticity for a semilinear evolution equation at the Séminaire du CeReMath at the Université Toulouse 1 Capitole in Toulouse (France)

2012

• Pricing American options as a free boundary problem and regularity results at the 9th MSU-UAB Conference on Partial Differential Equations and Computational Simulations at the Mississippi State University in Starkville (Mississippi, U.S.A.)
• Pricing American options as a free boundary problem and regularity results at the Twelfth International Conference Zaragoza-Pau on Mathematics in the Residencia Universitaria de Jaca in Jaca (Spain)
• Analyticity of European options and market completion at the conference Rencontre des jeunes chercheurs Pau-Rostock-Toulouse an der Université Toulouse 1 Capitole in Toulouse (France)
• Transformation of the continuation region for American options in the Research Colloquium on Applied Analysis and Partial Differential Equations at the University of Rostock

2011

• Pricing American options as a free boundary problem in the Research Colloquium on Applied Analysis and Partial Differential Equations at the University of Rostock