Basis properties of Fučík eigenfunctions for the Neumann Laplacian mit 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 mit 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 mit 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 mit M. Fencl, J. Pospíšil und 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 mit 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 mit 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 mit K. Filipová und 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 mit 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 mit M. Mrázek, J. Pospíšil und 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, Universität Rostock, 2016.
Preprints
Monontone iteration scheme for nonlinear PDEs in risk models mit J. Pospíšil und V. Švígler. arXiv: 2306.17320
Buchkapitel
An application to mathematical finance: one-integral formulas for option pricing, zur Publikation angenommen.
