activity
20102024
most citedNumerical and analytical methods for bond pricing in short rate convergence models of interest rates

2 citations · 3 across the 10 of their papers we have counts for

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q-fin.MF2023

Hamilton-Jacobi-Bellman Equation Arising from Optimal Portfolio Selection Problem

Daniel Sevcovic, Cyril Izuchukwu Udeani

The Hamilton-Jacobi-Bellman equation arising from the optimal portfolio selection problem is studied by means of the maximal monotone operator method. The existence and uniqueness…

math.CO2023

Extreme and statistical properties of eigenvalue indices of simple connected graphs

Sona Pavlikova, Daniel Sevcovic, Jozef Siran

We analyze graphs attaining the extreme values of various spectral indices in the class of all simple connected graphs, as well as in the class of graphs which are not complete mul…