Daniel Sevcovic
Cited by
Cited by
On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile
M Jandačka, D Ševčovič
Journal of Applied Mathematics 2005, 235-258, 2005
Evolution of plane curves driven by a nonlinear function of curvature and anisotropy
D Sevcovic, K Mikula
SIAM Journal on Applied Mathematics 61 (5), 1473-1501, 2001
A direct method for solving an anisotropic mean curvature flow of plane curves with an external force
K Mikula, D Sevcovic
Mathematical Methods in the Applied Sciences 27 (13), 1545-1565, 2004
The early exercise boundary for the American put near expiry: numerical approximation
R Stamicar, D Ševcovic, J Chadam
Canadian Appl. Math Quarterly 7, 427-444, 1999
Computational and qualitative aspects of evolution of curves driven by curvature and external force
K Mikula, D Ševčovič
Computing and Visualization in Science 6 (4), 211-225, 2004
Analytical and numerical methods for pricing financial derivatives
D Ševcovic, B Stehlıková, K Mikula
Nova Science, Hauppauge, 2011
Analysis of the free boundary for the pricing of an American call option
D Ševcovic
European J. Appl. Math 12 (1), 25-37, 2001
Analysis of the nonlinear option pricing model under variable transaction costs
D Ševčovič, M Žitňanská
Asia-Pacific Financial Markets 23, 153-174, 2016
Evolution of plane curves with a curvature adjusted tangential velocity
D Ševčovič, S Yazaki
Japan journal of industrial and applied mathematics 28, 413-442, 2011
Evolution of curves on a surface driven by the geodesic curvature and external force
K Mikula, D Ševčovič
Applicable Analysis 85 (4), 345-362, 2006
DEA analysis for a large structured bank branch network
D Ševčovič, M Halická, P Brunovský
Central European Journal of Operations Research 9 (4), 329-343, 2001
An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black–Scholes equation
D Ševcovic
Canad. Appl. Math. Quarterly 15 (1), 77-97, 2007
Comparison of numerical and analytical approximations of the early exercise boundary of American put options
M Lauko, D Ševčovič
The ANZIAM Journal 51 (4), 430-448, 2010
On a two-phase minmax method for parameter estimation of the Cox, Ingersoll, and Ross interest rate model.
D Ševčovič, AU Csajková
Central European Journal of Operations Research 13 (2), 2005
Analytické a numerické metódy oceňovania finančných derivátov
D Ševčovič, B Stehliková, K Mikula
Dostupné na:< http://www. iam. fmph. uniba. sk/institute/sevcovic/skripta …, 2009
Application of a curvature adjusted method in image segmentation
M Benes, M Kimura, P Paus, D Sevcovic, T Tsujikawa, S Yazaki
arXiv preprint arXiv:0712.2334, 2007
Dynamic accumulation model for the second pillar of the Slovak pension system
S Kilianova, I Melichercık, D Ševcovic
Czech Journal for Economics and Finance 11 (12), 506-521, 2006
Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation
I Arregui, B Salvador, D Ševčovič, C Vázquez
Computers & Mathematics with Applications 76 (4), 725-740, 2018
Manifold evolution with tangential redistribution of points
K Mikula, M Remešíková, P Sarkoci, D Sevcovic
SIAM Journal on Scientific Computing 36 (4), A1384-A1414, 2014
On a gradient flow of plane curves minimizing the anisoperimetric ratio
D Sevcovic, S Yazaki
arXiv preprint arXiv:1203.2238, 2012
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