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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 2017 · q-fin.PRShow all

1 paper · 2 filters

q-fin.PR2017★ 1 cited

Nonlinear Parabolic Equations arising in Mathematical Finance

Daniel Sevcovic

This survey paper is focused on qualitative and numerical analyses of fully nonlinear partial differential equations of parabolic type arising in financial mathematics. The main pu…

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