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Daniel Sevcovic

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This is information that was supplied by Daniel Sevcovic in registering through RePEc. If you are Daniel Sevcovic , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Daniel
Middle Name:
Last Name: Sevcovic
Suffix:

RePEc Short-ID: pse277

Email: [This author has chosen not to make the email address public]
Homepage: http://www.iam.fmph.uniba.sk/institute/sevcovic
Postal Address:
Phone:

Affiliation

Univerzita Komenského / Fakulta matematiky, fyziky a informatiky (Comenius University, Faculty of Mathematics, Physics and Informatics)
Homepage: http://www.fmph.uniba.sk
Location: Slovakia, Bratislava

Works

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Working papers

  1. Martin Lauko & Daniel Sevcovic, 2010. "Comparison of numerical and analytical approximations of the early exercise boundary of the American put option," Papers 1002.0979, arXiv.org, revised Aug 2010.
  2. Zuzana Macova & Daniel Sevcovic, 2009. "Weakly nonlinear analysis of the Hamilton-Jacobi-Bellman equation arising from pension savings management," Papers 0905.0155, arXiv.org, revised Nov 2009.
  3. Tomas Bokes & Daniel Sevcovic, 2009. "Early exercise boundary for American type of floating strike Asian option and its numerical approximation," Papers 0912.1321, arXiv.org.
  4. B. Stehlikova & D. Sevcovic, 2008. "On the singular limit of solutions to the CIR interest rate model with stochastic volatility," Papers 0811.0591, arXiv.org.
  5. Beata Stehlikova & Daniel Sevcovic, 2008. "Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis," Papers 0802.3039, arXiv.org, revised Jul 2008.
  6. B. Stehlikova & D. Sevcovic, 2008. "On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures," Papers 0811.0473, arXiv.org.
  7. Daniel Sevcovic, 2008. "Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations," Papers 0805.0611, arXiv.org.
  8. Daniel Sevcovic, 2007. "An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation," Papers 0710.5301, arXiv.org.

Articles

  1. Soòa KILIÁNOVÁ & Igor MELICHERÈÍK & Daniel ŠEVÈOVIÈ, 2006. "A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(11-12), pages 506-521, November.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (2) 2009-12-11 2010-02-20. Author is listed
  2. NEP-SEA: South East Asia (1) 2009-12-11. Author is listed

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