| Practical approaches to grid workload and resource management in the EGEE project P Andretto, AS Borgia, A Dorigo, A Gianelle, M Mordacchini, M Sgaravatto, ... Proceedings of Computing in High-Enery and Nuclear Physics 2004 2, 899-902, 2005 | 65 | 2005 |
| Parameter estimates and exact variations for stochastic heat equations driven by space-time white noise J Pospíšil, R Tribe Stochastic analysis and applications 25 (3), 593-611, 2007 | 60 | 2007 |
| Asymptotic properties of the maximum likelihood estimator for stochastic parabolic equations with additive fractional Brownian motion I Cialenco, SV Lototsky, J Pospíšil Stochastics and Dynamics 9 (02), 169-185, 2009 | 49 | 2009 |
| Ergodicity and parameter estimates for infinite-dimensional fractional Ornstein-Uhlenbeck process B Maslowski, J Pospíšil Applied Mathematics and Optimization 57 (3), 401-429, 2008 | 45 | 2008 |
| On calibration of stochastic and fractional stochastic volatility models M Mrázek, J Pospíšil, T Sobotka European Journal of Operational Research 254 (3), 1036-1046, 2016 | 37 | 2016 |
| Calibration and simulation of Heston model M Mrázek, J Pospíšil Open Mathematics 15 (1), 679-704, 2017 | 36 | 2017 |
| CREAM: a simple, grid-accessible, job management system for local computational resources P Andreetto, SA Borgia, A Dorigo, A Gianelle, M Marzolla, M Mordacchini, ... CHEP 2006, Mumbay, India, 2006 | 33 | 2006 |
| The DataGrid workload management system: Challenges and results G Avellino, S Beco, B Cantalupo, A Maraschini, F Pacini, M Sottilaro, ... Journal of Grid Computing 2 (4), 353-367, 2004 | 31 | 2004 |
| The EU DataGrid Workload Management System: towards the second major release G Avellino, S Beco, B Cantalupo, A Maraschini, F Pacini, A Terracina, ... eConf, MOAT007, 2003 | 27 | 2003 |
| Experience with Teaching Mathematics for Engineers with the Aid of Wolfram Alpha P Nečesal, J Pospíšil Proceedings of the World Congress on Engineering and Computer Science 2012 …, 2012 | 25 | 2012 |
| Market calibration under a long memory stochastic volatility model J Pospíšil, T Sobotka Applied Mathematical Finance 23 (5), 323-343, 2016 | 18 | 2016 |
| Distributed Tracking, Storage, and Re-use of Job State Information on the Grid D Kouřil, A Křenek, L Matyska, M Mulač, J Pospíšil, M Ruda, Z Salvet, ... Proceedings of Computing in High-Enery and Nuclear Physics 2004 2, 798-801, 2005 | 14* | 2005 |
| Decomposition formula for rough Volterra stochastic volatility models R Merino, J Pospíšil, T Sobotka, T Sottinen, J Vives International journal of theoretical and applied finance 24 (02), 2150008, 2021 | 12 | 2021 |
| gLite job provenance F Dvořák, D Kouřil, A Křenek, L Matyska, M Mulač, J Pospíšil, M Ruda, ... International Provenance and Annotation Workshop, 246-253, 2006 | 12 | 2006 |
| Parameter estimates for linear partial differential equations with fractional boundary noise B Maslowski, J Pospíšil Communications in Information and Systems 7 (1), 1-20, 2007 | 11 | 2007 |
| Decomposition Formula for Jump Diffusion Models R Merino, J POSPÍŠIL, T Sobotka, J Vives International Journal of Theoretical and Applied Finance 21 (08), 1850052, 2018 | 10 | 2018 |
| Unifying pricing formula for several stochastic volatility models with jumps F Baustian, M Mrázek, J Pospíšil, T Sobotka Applied Stochastic Models in Business and Industry 33 (4), 422-442, 2017 | 10 | 2017 |
| Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models J Daněk, J Pospíšil International Journal of Computer Mathematics 97 (6), 1268-1292, 2020 | 9 | 2020 |
| The first deployment of workload management services on the EU DataGrid Testbed: feedback on design and implementation G Avellino, S Beco, B Cantalupo, F Pacini, A Terracina, A Maraschini, ... eConf, MOAT008, 2003 | 9 | 2003 |
| Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure J Pospíšil, T Sobotka, P Ziegler Empirical Economics 57 (6), 1935-1958, 2019 | 8 | 2019 |
Ales KrenekMasaryk UniversityVahvistettu sähköpostiosoite verkkotunnuksessa ics.muni.cz
