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 | 135 | 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 | 135 | 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 | 97 | 2004 |
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 | 84 | 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 | 84 | 1999 |
Analytical and numerical methods for pricing financial derivatives D Ševcovic, B Stehlıková, K Mikula Nova Science, Hauppauge, 2011 | 75 | 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 | 61 | 2001 |
Analysis of the nonlinear option pricing model under variable transaction costs D Ševčovič, M Žitňanská Asia-Pacific Financial Markets 23, 153-174, 2016 | 52 | 2016 |
Evolution of plane curves with a curvature adjusted tangential velocity D Ševčovič, S Yazaki Japan journal of industrial and applied mathematics 28, 413-442, 2011 | 47 | 2011 |
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 | 47 | 2006 |
An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black–Scholes equation D Ševcovic Canad. Appl. Math. Quarterly 15 (1), 77-97, 2007 | 41* | 2007 |
DEA analysis for a large structured bank branch network. D Sevcovic, M Halická, P Brunovsky Central European Journal of Operations Research 9 (4), 2001 | 41 | 2001 |
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 | 39 | 2010 |
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 | 36 | 2007 |
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 | 36 | 2005 |
Analytické a numerické metódy oceňovania finančných derivátov D Ševčovič, B Stehliková, K Mikula Dostupné na:< http://www. iam. fmph. uniba. sk/institute/sevcovic/skripta …, 2009 | 34* | 2009 |
Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation I Arregui, B Salvador, D Ševčovič, C Vázquez Computers & Mathematics with Applications 76 (4), 725-740, 2018 | 32 | 2018 |
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 | 32 | 2006 |
Manifold evolution with tangential redistribution of points K Mikula, M Remešíková, P Sarkoci, D Sevcovic SIAM Journal on Scientific Computing 36 (4), A1384-A1414, 2014 | 29 | 2014 |
On a gradient flow of plane curves minimizing the anisoperimetric ratio D Sevcovic, S Yazaki arXiv preprint arXiv:1203.2238, 2012 | 28 | 2012 |