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researcher

D. Ševčovič

58 papers hereh-index 201.2k citations119 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author4
  • first author10
  • middle author4
  • last author37

Across the 55 of 58 papers where every author was matched, so the position is known.

fields
  • math.NA11
  • q-fin.CP9
  • q-fin.MF7
  • math.AP6
  • q-fin.PR6
  • math.OC5

identity via Semantic Scholar / OpenAlex

activity
20072026
most citedAn iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation

17 citations · 94 across the 49 of their papers we have counts for

collaborators
Showing 2014 · math.OCShow all

2 papers · 2 filters

math.OC2014

Application of the Enhanced Semidefinite Relaxation Method to Construction of the Optimal Anisotropy Function

Daniel Sevcovic, Maria Trnovska

In this paper we propose and apply the enhanced semidefinite relaxation technique for solving a class of non-convex quadratic optimization problems. The approach is based on enhanc…

math.OC2014

Solution to the Inverse Wulff Problem by Means of the Enhanced Semidefinite Relaxation Method

Daniel Sevcovic, Maria Trnovska

We propose a novel method of resolving the optimal anisotropy function. The idea is to construct the optimal anisotropy function as a solution to the inverse Wulff problem, i.e. as…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.