4 papers
A note on a PDE approach to option pricing under xVA
Falko Baustian, Martin Fencl, Jan Pospíšil +1
In this paper we study partial differential equations (PDEs) that can be used to model value adjustments. Different value adjustments denoted generally as xVA are nowadays added to…
Nodal solutions of weighted indefinite problems
Martin Fencl, Julián López-Gómez
This paper analyzes the structure of the set of nodal solutions of a class of one-dimensional superlinear indefinite boundary values problems with an indefinite weight functions in…
Global bifurcation diagrams of positive solutions for a class of 1-D superlinear indefinite problems
Martin Fencl, Julián López-Gómez
This paper analyzes the structure of the set of positive solutions of a class of one-dimensional superlinear indefinite bvp's. It is a paradigm of how mathematical analysis aids th…
Unilateral sources and sinks of an activator in reaction-diffusion systems exhibiting diffusion-driven instability
Martin Fencl, Milan Kučera
A reaction-diffusion system exhibiting Turing's diffusion driven instability is considered. The equation for an activator is supplemented by unilateral terms of the type $s_{-}(x)u…