Access Statistics for Daniel Sevcovic

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation 0 0 0 23 1 1 2 127
Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis 0 0 0 24 0 0 2 85
Comparison of numerical and analytical approximations of the early exercise boundary of the American put option 0 0 0 20 0 0 2 61
Early exercise boundary for American type of floating strike Asian option and its numerical approximation 0 0 0 36 1 1 2 148
On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures 0 0 0 25 0 0 1 116
On the singular limit of solutions to the CIR interest rate model with stochastic volatility 0 0 0 16 0 0 1 59
Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations 0 1 1 15 0 1 3 74
Weakly nonlinear analysis of the Hamilton-Jacobi-Bellman equation arising from pension savings management 0 0 0 18 0 0 0 73
Total Working Papers 0 1 1 177 2 3 13 743


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System 0 0 1 53 0 1 3 339
Total Journal Articles 0 0 1 53 0 1 3 339


Statistics updated 2025-07-04