Daniel Sevcovic

Publication Activity (10 Years)

Years Active: 2001-2024
Publications (10 Years): 12

Top Topics

Utility Maximization

Mathematical Analysis

Top Venues

Comput. Math. Appl.

Int. J. Comput. Math.

Math. Comput. Simul.

Publications

Miroslav Kolár, Daniel Sevcovic
Evolution of multiple closed knotted curves in space. CoRR (2024)
Daniel Sevcovic, Cyril Izuchukwu Udeani
Learning the solution operator of a nonlinear parabolic equation using physics informed deep operator network. CoRR (2023)
Michal Benes, Miroslav Kolár, Daniel Sevcovic
Qualitative and Numerical Aspects of a Motion of a Family of Interacting Curves in Space. SIAM J. Appl. Math. 82 (2) (2022)
Michal Benes, Miroslav Kolár, Daniel Sevcovic
Qualitative and numerical aspects of a motion of a family of interacting curves in space. CoRR (2022)
Iñigo Arregui, Beatriz Salvador, Daniel Sevcovic, Carlos Vázquez
PDE models for American options with counterparty risk and two stochastic factors: Mathematical analysis and numerical solution. Comput. Math. Appl. 79 (5) (2020)
Matthias Ehrhardt, Maria do Rosário Grossinho, Manuel Guerra, João Janela, Choi-Hong Lai, Daniel Sevcovic, Carlos Vázquez
Preface. Int. J. Comput. Math. 96 (11) (2019)
Sona Kilianová, Daniel Sevcovic
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization. Kybernetika 54 (6) (2018)
Iñigo Arregui, Beatriz Salvador, Daniel Sevcovic, Carlos Vázquez
Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation. Comput. Math. Appl. 76 (4) (2018)
Matthias Ehrhardt, Maria do Rosário Grossinho, Daniel Sevcovic, Albert N. Shiryaev
Preface. Int. J. Comput. Math. 94 (11) (2017)
Karol Duris, Shih-Hau Tan, Choi-Hong Lai, Daniel Sevcovic
Comparison of the Analytical Approximation Formula and Newton's Method for Solving a Class of Nonlinear Black-Scholes Parabolic Equations. Comput. Methods Appl. Math. 16 (1) (2016)
Miroslav Kolár, Michal Benes, Daniel Sevcovic
Computational analysis of the conserved curvature driven flow for open curves in the plane. Math. Comput. Simul. 126 (2016)
Miroslav Kolár, Michal Benes, Daniel Sevcovic
Numerical Solution of Constrained Curvature Flow for Closed Planar Curves. ENUMATH (2015)
Karol Mikula, Mariana Remesíková, Peter Sarkoci, Daniel Sevcovic
Manifold Evolution with Tangential Redistribution of Points. SIAM J. Sci. Comput. 36 (4) (2014)
Juri D. Kandilarov, Daniel Sevcovic
Comparison of Two Numerical Methods for Computation of American Type of the Floating Strike Asian Option. LSSC (2011)
Beáta Stehlíková, Daniel Sevcovic
On the Singular Limit of Solutions to the Cox-Ingersoll-Ross Interest Rate Model with Stochastic Volatility. Kybernetika 45 (4) (2009)
Viswanathan Srikrishnan, Subhasis Chaudhuri, Sumantra Dutta Roy, Daniel Sevcovic
On Stabilisation of Parametric Active Contours. CVPR (2007)
Daniel Sevcovic, Karol Mikula
Evolution of Plane Curves Driven by a Nonlinear Function of Curvature and Anisotropy. SIAM J. Appl. Math. 61 (5) (2001)