Daniel Sevcovic

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Karol MikulaSlovak University of TechnologyVerified email at math.sk
Michal BenešCzech Technical University in Prague, Full Professor of Applied MathematicsVerified email at fjfi.cvut.cz
Shigetoshi YazakiDepartment of Mathematics, School of Science and Technology, Meiji UniversityVerified email at meiji.ac.jp
Sona KilianovaComenius UniversityVerified email at fmph.uniba.sk
Igor MelicherčíkComenius University in Bratislava, Associate ProfessorVerified email at fmph.uniba.sk
Pavel BrunovskýProfessor emeritus, Comenius University BratislavaVerified email at fmph.uniba.sk
Maria do Rosário GrossinhoProfessor of Analysis and Mathematical FinanceVerified email at iseg.ulisboa.pt
Tomáš OberhuberFaculty of Nuclear Science and Physical Engineering CTU in PragueVerified email at fjfi.cvut.cz
Sona PavlikovaSlovak University of TechnologyVerified email at stuba.sk
Margaréta HalickáComenius University in BratislavaVerified email at fmph.uniba.sk
Maria TrnovskaComenius University in BratislavaVerified email at fmph.uniba.sk
Petr PaušFaculty of Nuclear Sciences and Physical Engineering, Czech Technical UniversityVerified email at fjfi.cvut.cz
Harald GarckeProfessor of Mathematics, University RegensburgVerified email at mathematik.uni-regensburg.de
Peter SarkociDepartment of Mathematics at Slovak University of Technology (Faculty of Civil Engineering)Verified email at math.sk
Yaser FaghanMoving from GermanyVerified email at iseg.ulisboa.pt
Srikrishnan VGE HealthcareVerified email at ee.iitb.ac.in
Martin BalazovjechVerified email at math.sk
Subhasis ChaudhuriIndian Institute of Technology BombayVerified email at ee.iitb.ac.in
Sumantra Dutta RoyDepartment of Electrical Engineering, Indian Institute of Technology DelhiVerified email at ee.iitd.ac.in
Jan SomorcikComenius UniversityVerified email at fmph.uniba.sk

Daniel Sevcovic

Comenius University in Bratislava

Verified email at fmph.uniba.sk - Homepage

Mathematics Applied Mathematics Partial Differential Equations Financial Mathematics


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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 (3), 235-258, 2005	121	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	121	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	82	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	79	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	72	2004
Analytical and numerical methods for pricing financial derivatives D Ševcovic, B Stehlıková, K Mikula Nova Science, Hauppauge, 2011	63	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	58	2001
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	43	2006
Analysis of the nonlinear option pricing model under variable transaction costs D Ševčovič, M Žitňanská Asia-Pacific Financial Markets 23 (2), 153-174, 2016	42	2016
Evolution of plane curves with a curvature adjusted tangential velocity D Ševčovič, S Yazaki Japan journal of industrial and applied mathematics 28 (3), 413-442, 2011	39	2011
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	39	2001
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	37	2005
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	36	2010
An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation D Sevcovic arXiv preprint arXiv:0710.5301, 2007	34	2007
Analytické a numerické metódy oceňovania finančných derivátov D Ševčovič, B Stehliková, K Mikula Nakladateľstvo STU, 2009	32*	2009
Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations D Sevcovic arXiv preprint arXiv:0805.0611, 2008	30	2008
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	29	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	28	2006
Manifold evolution with tangential redistribution of points K Mikula, M Remesikova, P Sarkoci, D Sevcovic SIAM Journal on Scientific Computing 36 (4), A1384-A1414, 2014	27	2014
Solution of nonlinearly curvature driven evolution of plane curves K Mikula, D Ševčovič Applied Numerical Mathematics 31 (2), 191-207, 1999	25	1999

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