Daniel Sevcovic
Orcid: 0000-0002-1488-7736
According to our database1,
Daniel Sevcovic
authored at least 15 papers
between 2001 and 2023.
Collaborative distances:
Collaborative distances:
Timeline
Legend:
Book In proceedings Article PhD thesis Dataset OtherLinks
On csauthors.net:
Bibliography
2023
Learning the solution operator of a nonlinear parabolic equation using physics informed deep operator network.
CoRR, 2023
2022
Qualitative and Numerical Aspects of a Motion of a Family of Interacting Curves in Space.
SIAM J. Appl. Math., 2022
2020
PDE models for American options with counterparty risk and two stochastic factors: Mathematical analysis and numerical solution.
Comput. Math. Appl., 2020
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
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