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Daniel Sevcovic


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Personal Details

First Name: Daniel
Middle Name:
Last Name: Sevcovic

RePEc Short-ID: pse277

Email: [This author has chosen not to make the email address public]
Postal Address:


Univerzita Komenského / Fakulta matematiky, fyziky a informatiky (Comenius University, Faculty of Mathematics, Physics and Informatics)
Location: Slovakia, Bratislava


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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,, 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,, 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,
  4. B. Stehlikova & D. Sevcovic, 2008. "On the singular limit of solutions to the CIR interest rate model with stochastic volatility," Papers 0811.0591,
  5. Beata Stehlikova & Daniel Sevcovic, 2008. "Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis," Papers 0802.3039,, 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,
  7. Daniel Sevcovic, 2008. "Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations," Papers 0805.0611,
  8. Daniel Sevcovic, 2007. "An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation," Papers 0710.5301,


  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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