Evolution of Plane Curves Driven by a Nonlinear Function of Curvature and Anisotropy. - Daniel Sevcovic; Karol Mikula (SIAM J. Appl. Math., 2001)

On Stabilisation of Parametric Active Contours. - Viswanathan Srikrishnan; Subhasis Chaudhuri; Sumantra Dutta Roy; Daniel Sevcovic (CVPR, 2007)

On the Singular Limit of Solutions to the Cox-Ingersoll-Ross Interest Rate Model with Stochastic Volatility. - Beáta Stehlíková; Daniel Sevcovic (Kybernetika, 2009)

Comparison of Two Numerical Methods for Computation of American Type of the Floating Strike Asian Option. - Juri D. Kandilarov; Daniel Sevcovic (LSSC, 2011)

Manifold Evolution with Tangential Redistribution of Points. - Karol Mikula; Mariana Remesíková; Peter Sarkoci; Daniel Sevcovic (SIAM J. Sci. Comput., 2014)

Numerical Solution of Constrained Curvature Flow for Closed Planar Curves. - Miroslav Kolár; Michal Benes; Daniel Sevcovic (ENUMATH, 2015)

Comparison of the Analytical Approximation Formula and Newton's Method for Solving a Class of Nonlinear Black-Scholes Parabolic Equations. - Karol Duris; Shih-Hau Tan; Choi-Hong Lai; Daniel Sevcovic (Comput. Methods Appl. Math., 2016)

Computational analysis of the conserved curvature driven flow for open curves in the plane. - Miroslav Kolár; Michal Benes; Daniel Sevcovic (Math. Comput. Simul., 2016)

Preface. - Matthias Ehrhardt 001; Maria do Rosário Grossinho; Daniel Sevcovic; Albert N. Shiryaev (Int. J. Comput. Math., 2017)

Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation. - Iñigo Arregui; Beatriz Salvador; Daniel Sevcovic; Carlos Vázquez 002 (Comput. Math. Appl., 2018)

Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization. - Sona Kilianová; Daniel Sevcovic (Kybernetika, 2018)

Preface. - Matthias Ehrhardt 001; Maria do Rosário Grossinho; Manuel Guerra; João Janela; Choi-Hong Lai; Daniel Sevcovic; Carlos Vázquez 002 (Int. J. Comput. Math., 2019)

PDE models for American options with counterparty risk and two stochastic factors: Mathematical analysis and numerical solution. - Iñigo Arregui; Beatriz Salvador; Daniel Sevcovic; Carlos Vázquez 002 (Comput. Math. Appl., 2020)

Qualitative and Numerical Aspects of a Motion of a Family of Interacting Curves in Space. - Michal Benes; Miroslav Kolár; Daniel Sevcovic (SIAM J. Appl. Math., 2022)

Learning the solution operator of a nonlinear parabolic equation using physics informed deep operator network. - Daniel Sevcovic; Cyril Izuchukwu Udeani (CoRR, 2023)

Evolution of multiple closed knotted curves in space. - Miroslav Kolár; Daniel Sevcovic (CoRR, 2024)

Editorial. - Matthias Ehrhardt 001; Maria do Rosário Grossinho; Choi-Hong Lai; Kees Oosterlee; Daniel Sevcovic; Carlos Vázquez 002 (Int. J. Comput. Math., 2024)