Daniel Sevcovic
Title
Cited by
Cited by
Year
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
1132001
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
1052005
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
792004
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
751999
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
692004
Analytical and numerical methods for pricing financial derivatives
D Ševcovic, B Stehlıková, K Mikula
Nova Science, Hauppauge, 2011
582011
Analysis of the free boundary for the pricing of an American call option
D Ševcovic
Euro J. Appl. Math 12, 25-37, 2001
572001
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
402006
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
392005
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
392001
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
352011
Analysis of the nonlinear option pricing model under variable transaction costs
D Ševčovič, M Žitňanská
Asia-Pacific Financial Markets 23 (2), 153-174, 2016
332016
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
332010
Analytické a numerické metódy oceňovania finančných derivátov
D Ševčovič, B Stehliková, K Mikula
Slovenská technická univerzita, 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
312008
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
292007
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
282007
Dynamic accumulation model for the second pillar of the Slovak pension system
S Kiliánová, I Melichercık, D Ševcovic
Czech Journal for Economics and Finance 11 (12), 506-521, 2006
252006
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
242014
Solution of nonlinearly curvature driven evolution of plane curves
K Mikula, D Ševčovič
Applied Numerical Mathematics 31 (2), 191-207, 1999
231999
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