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Ševčovič, Daniel

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Author ID: sevcovic.daniel Recent zbMATH articles by "Ševčovič, Daniel"
Published as: Sevcovic, D.; Sevcovic, Daniel; Ševčovic, Daniel; Ševčović, Daniel; Ševčovič, D.; Ševčovič, Daniel
Homepage: http://www.iam.fmph.uniba.sk/institute/sevcovic/
External Links: MGP
Documents Indexed: 78 Publications since 1990, including 5 Books
Reviewing Activity: 104 Reviews
all top 5

Serials

5 Mathematical Methods in the Applied Sciences
4 Japan Journal of Industrial and Applied Mathematics
3 Commentationes Mathematicae Universitatis Carolinae
2 Computers & Mathematics with Applications
2 Kybernetika
2 The Canadian Applied Mathematics Quarterly
2 Acta Universitatis Matthiae Belii. Series Mathematics
2 Applied Mathematical Finance
2 CEJOR. Central European Journal of Operations Research
2 The ANZIAM Journal
2 Asia-Pacific Financial Markets
2 Journal of Electrical Engineering
2 International Journal of Numerical Analysis and Modeling
1 Applicable Analysis
1 Algebra Universalis
1 Glasgow Mathematical Journal
1 Hokkaido Mathematical Journal
1 Mathematics and Computers in Simulation
1 Quarterly of Applied Mathematics
1 Physica D
1 Applied Numerical Mathematics
1 European Journal of Applied Mathematics
1 Mathematica Bohemica
1 Acta Mathematica Universitatis Comenianae. New Series
1 YUJOR. Yugoslav Journal of Operations Research
1 International Journal of Computer Mathematics
1 Linear Algebra and its Applications
1 SIAM Journal on Applied Mathematics
1 New Zealand Journal of Mathematics
1 SIAM Journal on Scientific Computing
1 Zeszyty Naukowe Uniwersytetu Jagiellońskiego. Universitatis Iagellonicae Acta Mathematica
1 Journal of Inverse and Ill-Posed Problems
1 Computing and Visualization in Science
1 International Journal of Mathematics, Game Theory and Algebra
1 Discrete and Continuous Dynamical Systems. Series B
1 Computational Methods in Applied Mathematics
1 Journal of Applied Mathematics
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Bulletin of the Institute of Mathematics. Academia Sinica. New Series
1 Communications in Computational Physics
1 Numerical Mathematics: Theory, Methods and Applications
1 Numerical Algebra, Control and Optimization
1 International Journal of Numerical Analysis and Modeling. Series B
1 Nonlinear Analysis. Theory, Methods & Applications

Publications by Year

Citations contained in zbMATH

41 Publications have been cited 211 times in 140 Documents Cited by Year
On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile. Zbl 1128.91025
Jandačka, Martin; Ševčovič, Daniel
30
2005
Evolution of plane curves driven by a nonlinear function of curvature and anisotropy. Zbl 0980.35078
Mikula, Karol; Sevcovic, Daniel
26
2001
A direct method for solving an anisotropic mean curvature flow of plane curves with an external force. Zbl 1049.35019
Mikula, Karol; Ševčovič, Daniel
18
2004
The early exercise boundary for the American put near expiry: Numerical approximation. Zbl 0979.91031
Stamicar, Robert; Ševčovič, Daniel; Chadam, John
12
1999
Manifold evolution with tangential redistribution of points. Zbl 1328.53086
Mikula, Karol; Remešíková, Mariana; Sarkoci, Peter; Ševčovič, Daniel
9
2014
Evolution of curves on a surface driven by the geodesic curvature and external force. Zbl 1097.35084
Mikula, Karol; Ševčovič, Daniel
9
2006
Analysis of the free boundary for the pricing of an American call option. Zbl 1113.91315
Ševčovič, Daniel
9
2001
Analysis of the nonlinear option pricing model under variable transaction costs. Zbl 1418.91538
Ševčovič, Daniel; Žitňanská, Magdaléna
8
2016
Comparison of numerical and analytical approximations of the early exercise boundary of American put options. Zbl 1216.35182
Lauko, M.; Ševčovič, D.
8
2010
An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation. Zbl 1145.35321
Sevcovic, Daniel
8
2007
Evolution of plane curves with a curvature adjusted tangential velocity. Zbl 1291.35109
Ševčovič, Daniel; Yazaki, Shigetoshi
7
2011
A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem. Zbl 1292.35298
Kilianová, S.; Ševčovič, D.
5
2013
A simple, fast and stabilized flowing finite volume method for solving general curve evolution equations. Zbl 1364.65175
Mikula, Karol; Sevcovic, Daniel; Balazovjech, Martin
5
2010
Comparison study for level set and direct Lagrangian methods for computing Willmore flow of closed planar curves. Zbl 1213.35033
Beneš, Michal; Mikula, Karol; Oberhuber, Tomáš; Ševčovič, Daniel
5
2009
Existence and limiting behaviour for damped nonlinear evolution equations with nonlocal terms. Zbl 0732.35016
Ševčovič, Daniel
5
1990
Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation. Zbl 1426.91261
Arregui, Iñigo; Salvador, Beatriz; Ševčovič, Daniel; Vázquez, Carlos
4
2018
On traveling wave solutions to a Hamilton-Jacobi-Bellman equation with inequality constraints. Zbl 1263.35139
Ishimura, Naoyuki; Ševčovič, Daniel
4
2013
Weakly nonlinear analysis of the Hamilton-Jacobi-Bellman equation arising from pension savings management. Zbl 1197.91204
Macová, Zuzana; Ševčovič, Daniel
4
2010
Application of a curvature adjusted method in image segmentation. Zbl 1170.53040
Beneš, M.; Kimura, M.; Pauš, P.; Ševčovič, D.; Tsujikawa, T.; Yazaki, S.
4
2008
Solution of nonlinearly curvature driven evolution of plane curves. Zbl 0938.65145
Mikula, Karol; Ševčovič, Daniel
4
1999
Computational and qualitative aspects of motion of plane curves with a curvature adjusted tangential velocity. Zbl 1255.35148
Ševčovič, Daniel; Yazaki, Shigetoshi
3
2012
Option pricing in illiquid markets with jumps. Zbl 1411.91619
Cruz, José M. T. S.; Ševčovic, Daniel
2
2018
Nonlinear stability of stationary solutions for curvature flow with triple junction. Zbl 1187.35013
Garcke, Harald; Kohsaka, Yoshihito; Ševčovič, Daniel
2
2009
Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis. Zbl 1159.91398
Stehlíková, B.; Ševčovič, D.
2
2009
Explanation of spurt for a non-Newtonian fluid by a diffusion term. Zbl 0811.76003
Brunovský, P.; Ševčovič, D.
2
1994
Mathematical analysis of a nonlinear PDE model for European options with counterparty risk. Zbl 1411.91537
Arregui, Iñigo; Salvador, Beatriz; Ševčovič, Daniel; Vázquez, Carlos
1
2019
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization. Zbl 07031767
Kilianová, Soňa; Ševčovič, Daniel
1
2018
Nonlinear parabolic equations arising in mathematical finance. Zbl 1420.91521
Ševčovič, Daniel
1
2017
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function. Zbl 1418.91508
do Rosário Grossinho, Maria; Kord Faghan, Yaser; Ševčovič, Daniel
1
2017
On a construction of integrally invertible graphs and their spectral properties. Zbl 1370.05143
Pavlíková, Soňa; Ševčovič, Daniel
1
2017
Comparison of the analytical approximation formula and Newton’s method for solving a class of nonlinear Black-Scholes parabolic equations. Zbl 1330.91183
Ďuriš, Karol; Tan, Shih-Hau; Lai, Choi-Hong; Ševčovič, Daniel
1
2016
Solution to the inverse Wulff problem by means of the enhanced semidefinite relaxation method. Zbl 1401.65061
Ševčovič, Daniel; Trnovská, Mária
1
2015
Computational studies of conserved mean-curvature flow. Zbl 1349.65374
Kolář, Miroslav; Beneš, Michal; Ševčovič, Daniel
1
2014
On the singular limit of solutions to the Cox-Ingersoll-Ross interest rate model with stochastic volatility. Zbl 1196.60109
Stehlíková, Beáta; Ševčovič, Daniel
1
2009
Tangentially stabilized Lagrangian algorithm for elastic curve evolution driven by intrinsic Laplacian of curvature. Zbl 1180.65019
Mikula, Karol; Ševčovič, Daniel
1
2005
On a two-phase minmax method for parameter estimation of the Cox, Ingersoll, and Ross interest rate model. Zbl 1089.62121
Ševčovič, D.; Urbánová Csajková, A.
1
2005
DEA analysis for a large structured bank branch network. Zbl 1004.90041
Ševčovič, D.; Halická, M.; Brunovský, P.
1
2001
Free non-distributive Morgan-Stone algebras. Zbl 0848.06005
Ševčovič, Daniel
1
1996
Limiting behaviour of invariant manifolds for a system of singularly perturbed evolution equations. Zbl 0799.35022
Ševčovič, Daniel
1
1994
Limiting behavior of global attractors for singularly perturbed beam equations with strong damping. Zbl 0741.35089
Ševčovič, Daniel
1
1991
Projective \(p\)-algebras. Zbl 0736.06014
Katrińák, Tibor; Ševčovič, Daniel
1
1991
Mathematical analysis of a nonlinear PDE model for European options with counterparty risk. Zbl 1411.91537
Arregui, Iñigo; Salvador, Beatriz; Ševčovič, Daniel; Vázquez, Carlos
1
2019
Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation. Zbl 1426.91261
Arregui, Iñigo; Salvador, Beatriz; Ševčovič, Daniel; Vázquez, Carlos
4
2018
Option pricing in illiquid markets with jumps. Zbl 1411.91619
Cruz, José M. T. S.; Ševčovic, Daniel
2
2018
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization. Zbl 07031767
Kilianová, Soňa; Ševčovič, Daniel
1
2018
Nonlinear parabolic equations arising in mathematical finance. Zbl 1420.91521
Ševčovič, Daniel
1
2017
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function. Zbl 1418.91508
do Rosário Grossinho, Maria; Kord Faghan, Yaser; Ševčovič, Daniel
1
2017
On a construction of integrally invertible graphs and their spectral properties. Zbl 1370.05143
Pavlíková, Soňa; Ševčovič, Daniel
1
2017
Analysis of the nonlinear option pricing model under variable transaction costs. Zbl 1418.91538
Ševčovič, Daniel; Žitňanská, Magdaléna
8
2016
Comparison of the analytical approximation formula and Newton’s method for solving a class of nonlinear Black-Scholes parabolic equations. Zbl 1330.91183
Ďuriš, Karol; Tan, Shih-Hau; Lai, Choi-Hong; Ševčovič, Daniel
1
2016
Solution to the inverse Wulff problem by means of the enhanced semidefinite relaxation method. Zbl 1401.65061
Ševčovič, Daniel; Trnovská, Mária
1
2015
Manifold evolution with tangential redistribution of points. Zbl 1328.53086
Mikula, Karol; Remešíková, Mariana; Sarkoci, Peter; Ševčovič, Daniel
9
2014
Computational studies of conserved mean-curvature flow. Zbl 1349.65374
Kolář, Miroslav; Beneš, Michal; Ševčovič, Daniel
1
2014
A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem. Zbl 1292.35298
Kilianová, S.; Ševčovič, D.
5
2013
On traveling wave solutions to a Hamilton-Jacobi-Bellman equation with inequality constraints. Zbl 1263.35139
Ishimura, Naoyuki; Ševčovič, Daniel
4
2013
Computational and qualitative aspects of motion of plane curves with a curvature adjusted tangential velocity. Zbl 1255.35148
Ševčovič, Daniel; Yazaki, Shigetoshi
3
2012
Evolution of plane curves with a curvature adjusted tangential velocity. Zbl 1291.35109
Ševčovič, Daniel; Yazaki, Shigetoshi
7
2011
Comparison of numerical and analytical approximations of the early exercise boundary of American put options. Zbl 1216.35182
Lauko, M.; Ševčovič, D.
8
2010
A simple, fast and stabilized flowing finite volume method for solving general curve evolution equations. Zbl 1364.65175
Mikula, Karol; Sevcovic, Daniel; Balazovjech, Martin
5
2010
Weakly nonlinear analysis of the Hamilton-Jacobi-Bellman equation arising from pension savings management. Zbl 1197.91204
Macová, Zuzana; Ševčovič, Daniel
4
2010
Comparison study for level set and direct Lagrangian methods for computing Willmore flow of closed planar curves. Zbl 1213.35033
Beneš, Michal; Mikula, Karol; Oberhuber, Tomáš; Ševčovič, Daniel
5
2009
Nonlinear stability of stationary solutions for curvature flow with triple junction. Zbl 1187.35013
Garcke, Harald; Kohsaka, Yoshihito; Ševčovič, Daniel
2
2009
Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis. Zbl 1159.91398
Stehlíková, B.; Ševčovič, D.
2
2009
On the singular limit of solutions to the Cox-Ingersoll-Ross interest rate model with stochastic volatility. Zbl 1196.60109
Stehlíková, Beáta; Ševčovič, Daniel
1
2009
Application of a curvature adjusted method in image segmentation. Zbl 1170.53040
Beneš, M.; Kimura, M.; Pauš, P.; Ševčovič, D.; Tsujikawa, T.; Yazaki, S.
4
2008
An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation. Zbl 1145.35321
Sevcovic, Daniel
8
2007
Evolution of curves on a surface driven by the geodesic curvature and external force. Zbl 1097.35084
Mikula, Karol; Ševčovič, Daniel
9
2006
On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile. Zbl 1128.91025
Jandačka, Martin; Ševčovič, Daniel
30
2005
Tangentially stabilized Lagrangian algorithm for elastic curve evolution driven by intrinsic Laplacian of curvature. Zbl 1180.65019
Mikula, Karol; Ševčovič, Daniel
1
2005
On a two-phase minmax method for parameter estimation of the Cox, Ingersoll, and Ross interest rate model. Zbl 1089.62121
Ševčovič, D.; Urbánová Csajková, A.
1
2005
A direct method for solving an anisotropic mean curvature flow of plane curves with an external force. Zbl 1049.35019
Mikula, Karol; Ševčovič, Daniel
18
2004
Evolution of plane curves driven by a nonlinear function of curvature and anisotropy. Zbl 0980.35078
Mikula, Karol; Sevcovic, Daniel
26
2001
Analysis of the free boundary for the pricing of an American call option. Zbl 1113.91315
Ševčovič, Daniel
9
2001
DEA analysis for a large structured bank branch network. Zbl 1004.90041
Ševčovič, D.; Halická, M.; Brunovský, P.
1
2001
The early exercise boundary for the American put near expiry: Numerical approximation. Zbl 0979.91031
Stamicar, Robert; Ševčovič, Daniel; Chadam, John
12
1999
Solution of nonlinearly curvature driven evolution of plane curves. Zbl 0938.65145
Mikula, Karol; Ševčovič, Daniel
4
1999
Free non-distributive Morgan-Stone algebras. Zbl 0848.06005
Ševčovič, Daniel
1
1996
Explanation of spurt for a non-Newtonian fluid by a diffusion term. Zbl 0811.76003
Brunovský, P.; Ševčovič, D.
2
1994
Limiting behaviour of invariant manifolds for a system of singularly perturbed evolution equations. Zbl 0799.35022
Ševčovič, Daniel
1
1994
Limiting behavior of global attractors for singularly perturbed beam equations with strong damping. Zbl 0741.35089
Ševčovič, Daniel
1
1991
Projective \(p\)-algebras. Zbl 0736.06014
Katrińák, Tibor; Ševčovič, Daniel
1
1991
Existence and limiting behaviour for damped nonlinear evolution equations with nonlocal terms. Zbl 0732.35016
Ševčovič, Daniel
5
1990
all top 5

Cited by 231 Authors

22 Ševčovič, Daniel
10 Mikula, Karol
8 Koleva, Miglena N.
7 Garcke, Harald
7 Vulkov, Lubin G.
6 Beneš, Michal
6 Yazaki, Shigetoshi
5 Barrett, John W.
5 Company, Rafael
5 Jódar Sanchez, Lucas Antonio
5 Nürnberg, Robert
5 Wei, Guowei
4 Ishimura, Naoyuki
4 Oberhuber, Tomás
4 Valkov, Radoslav L.
3 Chen, Zhan
3 Dyshaev, Mikhaĭl Mikhaĭlovich
3 Egorova, Vera N.
3 Fëdorov, Vladimir Evgen’evich
3 Kilianová, Soňa
3 Kolář, Miroslav
3 Remešiková, Mariana
2 Alobaidi, Ghada
2 Baker, Nathan A.
2 Chadam, John M.
2 Chen, Xinfu
2 Chernogorova, Tatiana P.
2 Cruz, José M. T. S.
2 do Rosário Grossinho, Maria
2 Insall, R. H.
2 Kandilarov, Juri D.
2 Lesmana, Donny Citra
2 Li, Wei
2 Lu, Xiaoping
2 Mackenzie, John A.
2 Mallier, Roland
2 Medl’a, Matej
2 Narciso, Vando
2 Novysedlák, Peter
2 Oosterlee, Cornelis Willebrordus
2 Pauš, Petr
2 Pintos, José Ramón
2 Salvador, Beatriz
2 Stehlíková, Beáta
2 Tan, Shih-Hau
2 Trnovská, Mária
2 Urbán, Jozef
2 Wang, Song
2 Zhou, Shengwu
2 Zhu, Songping
1 Abounouh, Mostafa
1 Al Moatassime, Hassan
1 Al Zhour, Zeyad Abdel Aziz
1 Ambroz, Martin
1 Andricopoulos, Ari D.
1 Ankudinova, Julia
1 Aranishi, Futoshi
1 Arregui, Iñigo A.
1 Avenel, Christophe
1 Balazovjech, Martin
1 Ballestra, Luca Vincenzo
1 Barfeie, Mahdiar
1 Baroun, Mahmoud
1 Bates, Peter W.
1 Belopol’skaya, Yana Isaevna
1 Benninghoff, Heike
1 Bokes, Tomáš
1 Brunovský, Pavol
1 Bučková, Zuzana
1 Carlini, Elisabetta
1 Chen, Wenting
1 Cheng, Huibin
1 Choe, Hi Jun
1 Christensen, Soren
1 Conradie, Willem J.
1 Ćwiszewski, Aleksander
1 Daniel, Patrik
1 Depner, Daniel
1 Dilloo, Mehzabeen Jumanah
1 Driouch, Aicha
1 Duck, Peter W.
1 Ehrhardt, Matthias
1 Eichler, Pavel
1 Elliott, Charles M.
1 Evans, Jonathan David
1 Faghan, Yaser
1 Falcone, Maurizio
1 Ferretti, Roberto Giorgio
1 Filbet, Francis
1 Filimonova, S. R.
1 Fritz, Hans
1 Frolkovič, Peter
1 Fučík, Radek
1 Ghanem, Roger G.
1 Goodman, Jonathan B.
1 Goto, Maika
1 Goubet, Olivier
1 Guo, Ruihan
1 Gyulov, Tihomir B.
1 Hajipour, Mojtaba
...and 131 more Authors
all top 5

Cited in 67 Serials

9 Computers & Mathematics with Applications
7 Mathematical Finance
6 Journal of Computational Physics
6 International Journal of Computer Mathematics
5 Kybernetika
4 Applied Mathematics and Computation
4 Japan Journal of Industrial and Applied Mathematics
3 Journal of Computational and Applied Mathematics
3 Journal of Differential Equations
3 Numerische Mathematik
3 Applied Numerical Mathematics
3 SIAM Journal on Scientific Computing
3 Computational and Applied Mathematics
3 Applied Mathematical Finance
3 Asia-Pacific Financial Markets
2 Archive for Rational Mechanics and Analysis
2 Journal of Mathematical Biology
2 Chaos, Solitons and Fractals
2 Mathematics and Computers in Simulation
2 Mathematical and Computer Modelling
2 Journal of Scientific Computing
2 Journal of Mathematical Imaging and Vision
2 Advances in Computational Mathematics
2 The ANZIAM Journal
2 Journal of Applied Mathematics
2 Discrete and Continuous Dynamical Systems. Series S
2 JSIAM Letters
1 Applicable Analysis
1 Communications on Pure and Applied Mathematics
1 Journal of Fluid Mechanics
1 Journal of Mathematical Analysis and Applications
1 Mathematical Methods in the Applied Sciences
1 Bulletin of Mathematical Biology
1 Glasgow Mathematical Journal
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Publications of the Research Institute for Mathematical Sciences, Kyoto University
1 Tohoku Mathematical Journal. Second Series
1 Systems & Control Letters
1 Operations Research Letters
1 Annals of Pure and Applied Logic
1 Numerical Methods for Partial Differential Equations
1 Journal of Applied Mathematics and Stochastic Analysis
1 The Journal of Geometric Analysis
1 Applications of Mathematics
1 Numerical Algorithms
1 Applied Mathematical Modelling
1 European Journal of Operational Research
1 SIAM Journal on Mathematical Analysis
1 Journal of Mathematical Sciences (New York)
1 Discrete and Continuous Dynamical Systems
1 Computing and Visualization in Science
1 Abstract and Applied Analysis
1 Communications in Nonlinear Science and Numerical Simulation
1 Differential Equations
1 Discrete and Continuous Dynamical Systems. Series B
1 Decisions in Economics and Finance
1 Advances in Difference Equations
1 African Diaspora Journal of Mathematics
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Ufimskiĭ Matematicheskiĭ Zhurnal
1 Numerical Algebra, Control and Optimization
1 ISRN Applied Mathematics
1 Izvestiya Irkutskogo Gosudarstvennogo Universiteta. Seriya Matematika
1 Advances in Nonlinear Analysis
1 Nonlinear Analysis. Theory, Methods & Applications
1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences
1 SMAI Journal of Computational Mathematics

Citations by Year