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Sevcovic, Daniel


 SSRN Author Rank: 30,416 by Downloads
 

Comenius University - Faculty of Mathematics, Physics and Informatics


 Mlynská dolina
 SK-842 48 Bratislava, 842 48
 Slovakia
 email address

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. Sevcovic, Daniel's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
748
Total
Citations
5
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Transformation Methods for Evaluating Approximations to the Optimal Exercise Boundary for Linear and Nonlinear Black-Scholes Equations | Show Abstract | Download |
NONLINEAR MODELS IN MATHEMATICAL FINANCE: NEW RESEARCH TRENDS IN OPTION PRICING, pp. 153-198, M. Ehrhardt, ed., Nova Science Publishers, Inc., Hauppauge, 2008
Working Paper Series
Sevcovic, Daniel
Comenius University - Faculty of Mathematics, Physics and Informatics
Posted:
21 Aug 08
Last Revised:
30 Jan 09
75
(186,893)
2

2.  
On Non-Existence of a One Factor Interest Rate Model for Volatility Averaged Generalized Fong-Vasicek Term Structures | Show Abstract | Download |
Proceedings of the Czech-Japanese Seminar in Applied Mathematics 2008 Takachiho / University of Miyazaki, Miyazaki, Japan, September 1-7, pp. 40-48, 2008
Working Paper Series
Stehlikova, Beata
Comenius University - Department of Applied Mathematics and Statistics
Sevcovic, Daniel
Comenius University - Faculty of Mathematics, Physics and Informatics
Posted:
05 Nov 08
Last Revised:
12 Jun 09
74
(188,373)
 

3.  
Lauko, Martin
Comenius University - Department of Economic and Financial Models
Sevcovic, Daniel
Comenius University - Faculty of Mathematics, Physics and Informatics
Posted:
06 Feb 10
Last Revised:
29 Sep 10
68
(197,636)
 

4.  
Socio-Economic Impacts of Pandemic Influenza Mitigation Scenarios in Slovakia | Show Abstract | Download |
Ekonomicky Casopis, Vol. 57, No. 2, pp. 163-178, 2009
Accepted Paper Series
Brunovsky, Pavol
Comenius University - Faculty of Mathematics, Physics and Informatics
Sevcovic, Daniel
Comenius University - Faculty of Mathematics, Physics and Informatics
Somorcik, Jan
Comenius University - Faculty of Mathematics, Physics and Informatics
Hroncova, Dagmar
affiliation not provided to SSRN
Pospisilova, Katerina
affiliation not provided to SSRN
Posted:
16 Sep 08
Last Revised:
15 Jun 09
68
(197,636)
 

5.  
Jakubik, Tibor
affiliation not provided to SSRN
Melichercik, Igor
Comenius University - Faculty of Mathematics, Physics and Informatics; Department of Applied Mathematics and Statistics
Sevcovic, Daniel
Comenius University - Faculty of Mathematics, Physics and Informatics
Posted:
23 Feb 09
Last Revised:
07 Jul 10
62
(207,508)
 

6.  
Dynamic Stochastic Accumulation Model with Application to Pension Savings Management | Show Abstract | Download |
Yugoslav Journal of Operations Research, Vol. 20, No. 1, pp. 1-27, 2010
Accepted Paper Series
Melichercik, Igor
Comenius University - Faculty of Mathematics, Physics and Informatics; Department of Applied Mathematics and Statistics
Sevcovic, Daniel
Comenius University - Faculty of Mathematics, Physics and Informatics
Posted:
18 Aug 08
Last Revised:
07 Jul 10
62
(207,508)
2

7.  
Stehlikova, Beata
Comenius University - Department of Applied Mathematics and Statistics
Sevcovic, Daniel
Comenius University - Faculty of Mathematics, Physics and Informatics
Posted:
05 Nov 08
59
(212,792)
 

8.  
Approximate Formulae for Pricing Zero-Coupon Bonds and Their Asymptotic Analysis | Show Abstract | Download |
International Journal of Numerical Analysis and Modeling, 6(2) 2009, 274-283.
Accepted Paper Series
Stehlikova, Beata
Comenius University - Department of Applied Mathematics and Statistics
Sevcovic, Daniel
Comenius University - Faculty of Mathematics, Physics and Informatics
Posted:
20 Aug 08
Last Revised:
30 Jan 09
58
(214,559)
 

9.  
Kilianova, Sona
affiliation not provided to SSRN
Melichercik, Igor
Comenius University - Faculty of Mathematics, Physics and Informatics; Department of Applied Mathematics and Statistics
Sevcovic, Daniel
Comenius University - Faculty of Mathematics, Physics and Informatics
Posted:
18 Aug 08
42
(247,454)
 

10.  
Sensitivity Analysis of the Early Exercise Boundary for American Style of Asian Options | Show Abstract | Download |
International Journal of Numerical Analysis and Modeling, Series B Computing and Information, Vol. 1, No. 1, pp. 1-18, 2011
Accepted Paper Series
Sevcovic, Daniel
Comenius University - Faculty of Mathematics, Physics and Informatics
Takac, Martin
Comenius University - Faculty of Mathematics, Physics and Informatics
Posted:
17 Jan 11
40
(251,961)
 

11.  
Bokes, Tomas
Comenius University - Department of Economic and Financial Models
Sevcovic, Daniel
Comenius University - Faculty of Mathematics, Physics and Informatics
Posted:
31 Dec 09
40
(251,961)
 

12.  
Melichercik, Igor
Comenius University - Faculty of Mathematics, Physics and Informatics; Department of Applied Mathematics and Statistics
Sevcovic, Daniel
Comenius University - Faculty of Mathematics, Physics and Informatics
Posted:
08 Jul 10
Last Revised:
28 Mar 11
39
(254,358)
 

13.  
Weakly Nonlinear Analysis of the Hamilton-Jacobi-Bellman Equation Arising from Pension Savings Management | Show Abstract | Download |
International Journal of Numerical Analysis and Modeling Computing and Information, 2010
Accepted Paper Series
Macova, Zuzana
affiliation not provided to SSRN
Sevcovic, Daniel
Comenius University - Faculty of Mathematics, Physics and Informatics
Posted:
01 May 09
Last Revised:
06 Nov 09
37
(259,393)
1

14.  
Sevcovic, Daniel
Comenius University - Faculty of Mathematics, Physics and Informatics
Posted:
30 Sep 10
24
(299,382)
 


Records 1 - 14 of 14 matches
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