# Daniel Sevcovic

According to our database

Collaborative distances:

^{1}, Daniel Sevcovic authored at least 13 papers between 2001 and 2020.Collaborative distances:

## Timeline

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## Bibliography

2020

PDE models for American options with counterparty risk and two stochastic factors: Mathematical analysis and numerical solution.

Comput. Math. Appl., 2020

2019

Int. J. Comput. Math., 2019

2018

Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization.

Kybernetika, 2018

Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation.

Comput. Math. Appl., 2018

2017

Int. J. Comput. Math., 2017

2016

Computational analysis of the conserved curvature driven flow for open curves in the plane.

Math. Comput. Simul., 2016

Comparison of the Analytical Approximation Formula and Newton's Method for Solving a Class of Nonlinear Black-Scholes Parabolic Equations.

Comput. Methods Appl. Math., 2016

2015

Proceedings of the Numerical Mathematics and Advanced Applications - ENUMATH 2015, 2015

2014

SIAM J. Sci. Comput., 2014

2011

Comparison of Two Numerical Methods for Computation of American Type of the Floating Strike Asian Option.

Proceedings of the Large-Scale Scientific Computing - 8th International Conference, 2011

2009

On the Singular Limit of Solutions to the Cox-Ingersoll-Ross Interest Rate Model with Stochastic Volatility.

Kybernetika, 2009

2007

Proceedings of the 2007 IEEE Computer Society Conference on Computer Vision and Pattern Recognition (CVPR 2007), 2007

2001

Evolution of Plane Curves Driven by a Nonlinear Function of Curvature and Anisotropy.

SIAM J. Appl. Math., 2001