Daniel Sevcovic
AuthID: R-00H-CGM
1
TITLE: The Editorial Full Text
AUTHORS: Ehrhardt, Matthias; do Rosario Grossinho, Maria; Lai, Choi Hong; Oosterlee, Kees; Sevcovic, Daniel; Vazquez, Carlos;
PUBLISHED: 2024, SOURCE: INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, VOLUME: 101, ISSUE: 8
AUTHORS: Ehrhardt, Matthias; do Rosario Grossinho, Maria; Lai, Choi Hong; Oosterlee, Kees; Sevcovic, Daniel; Vazquez, Carlos;
PUBLISHED: 2024, SOURCE: INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, VOLUME: 101, ISSUE: 8
INDEXED IN: 
WOS
WOS2
TITLE: Pricing American call options using the Black-Scholes equation with a nonlinear volatility function
AUTHORS: Maria do Rosario Grossinho ; Yaser Faghan Kord; Daniel Sevcovic;
PUBLISHED: 2020, SOURCE: JOURNAL OF COMPUTATIONAL FINANCE, VOLUME: 23, ISSUE: 4
AUTHORS: Maria do Rosario Grossinho ; Yaser Faghan Kord; Daniel Sevcovic;
PUBLISHED: 2020, SOURCE: JOURNAL OF COMPUTATIONAL FINANCE, VOLUME: 23, ISSUE: 4
INDEXED IN: 
Scopus WOS
Scopus WOS3
TITLE: On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models
AUTHORS: Jose M T S Cruz; Daniel Sevcovic;
PUBLISHED: 2020, SOURCE: JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS, VOLUME: 37, ISSUE: 3
AUTHORS: Jose M T S Cruz; Daniel Sevcovic;
PUBLISHED: 2020, SOURCE: JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS, VOLUME: 37, ISSUE: 3
INDEXED IN: Scopus WOS
Scopus WOS4
TITLE: Special issue: Stochastic and Computational Finance Preface
AUTHORS: Matthias Ehrhardt; Maria do Rosario Grossinho ; Daniel Sevcovic; Albert Shiryaev;
PUBLISHED: 2017, SOURCE: INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, VOLUME: 94, ISSUE: 11
AUTHORS: Matthias Ehrhardt; Maria do Rosario Grossinho ; Daniel Sevcovic; Albert Shiryaev;
PUBLISHED: 2017, SOURCE: INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, VOLUME: 94, ISSUE: 11
INDEXED IN: WOS
WOS