Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation
Arregui, Iñigo, Salvador, Beatriz, Ševčovič, Daniel, Vázquez, Carlos
Published in Computers & mathematics with applications (1987) (15.08.2018)
Published in Computers & mathematics with applications (1987) (15.08.2018)
Get full text
Journal Article
PDE models for American options with counterparty risk and two stochastic factors: Mathematical analysis and numerical solution
Arregui, Iñigo, Salvador, Beatriz, Ševčovič, Daniel, Vázquez, Carlos
Published in Computers & mathematics with applications (1987) (01.03.2020)
Published in Computers & mathematics with applications (1987) (01.03.2020)
Get full text
Journal Article
Curvature driven flow of a family of interacting curves with applications
Beneš, Michal, Kolář, Miroslav, Ševčovič, Daniel
Published in Mathematical methods in the applied sciences (15.05.2020)
Published in Mathematical methods in the applied sciences (15.05.2020)
Get full text
Journal Article
Mathematical analysis of a nonlinear PDE model for European options with counterparty risk
Arregui, Iñigo, Salvador, Beatriz, Ševčovič, Daniel, Vázquez, Carlos
Published in Comptes rendus. Mathématique (01.03.2019)
Published in Comptes rendus. Mathématique (01.03.2019)
Get full text
Journal Article
Computational analysis of the conserved curvature driven flow for open curves in the plane
Kolář, Miroslav, Beneš, Michal, Ševčovič, Daniel
Published in Mathematics and computers in simulation (01.08.2016)
Published in Mathematics and computers in simulation (01.08.2016)
Get full text
Journal Article
Evolution of plane curves with a curvature adjusted tangential velocity
Ševčovič, Daniel, Yazaki, Shigetoshi
Published in Japan journal of industrial and applied mathematics (01.10.2011)
Published in Japan journal of industrial and applied mathematics (01.10.2011)
Get full text
Journal Article
Manifold Evolution with Tangential Redistribution of Points
Mikula, Karol, Remesikova, Mariana, Sarkoci, Peter, Sevcovic, Daniel
Published in SIAM journal on scientific computing (01.01.2014)
Published in SIAM journal on scientific computing (01.01.2014)
Get full text
Journal Article
Pricing American options with a non-constant penalty parameter
Clevenhaus, Anna, Ehrhardt, Matthias, Günther, Michael, Ševécoviéc, Daniel
Published in Journal of risk and financial management (01.06.2020)
Published in Journal of risk and financial management (01.06.2020)
Get full text
Journal Article
Solution to the inverse Wulff problem by means of the enhanced semidefinite relaxation method
Sevcovic, Daniel, Trnovská, Mária
Published in Journal of inverse and ill-posed problems (01.06.2015)
Published in Journal of inverse and ill-posed problems (01.06.2015)
Get full text
Journal Article