2024

[77] M. Beneš, M. Kolář, D. Ševčovič: On diffusion and transport acting on parameterized moving closed curves in space, submitted.
PDF file DOI:  arXiv 2403.02260

[76] S. Pavlíková,  D. Ševčovič: Qualitative, statistical and extreme properties of spectral indices of signable pseudoinvertible graphs, Electronic Journal of Linear Algebra, 40 (2024), 343-360..
PDF file DOI: 10.13001/ela.2024.7951 arXiv 2403.04902

[75] S. Pavlíková, D. Ševčovič, J. Širáň: Extreme and statistical properties of eigenvalue indices of simple connected graphs, Discrete Mathematics (2024), 113635.
PDF file   DOI: 10.1016/j.disc.2023.113635 arXiv 2306.06860

2023

[74] S. Pavlíková, D. Ševčovič: On the Moore-Penrose pseudo-inversion of block symmetric matrices and its application in the graph theory, Linear Algebra and its Applications,  673 (2023), 280-303.
PDF file   DOI: 10.1016/j.laa.2023.05.016 arXiv 2207.11563

2022

[73] M. Beneš, M. Kolář, D. Ševčovič: Qualitative and numerical aspects of a motion of a family of interacting curves in space, SIAM Journal on Applied Mathematics, 82(2), (2022), 549-575.
PDF file   DOI: 10.1137/21M1417181  arXiv 2201.02895

2021

[72]  P. Pólvora and D. Ševčovič: Utility Indifference Option Pricing Model with a Non-Constant Risk-Aversion under Transaction Costs and Its Numerical Approximation, J. Risk Financial Manag. 2021, 14(9), 399
PDF file   DOI: 10.3390/jrfm14090399 arXiv 2108.12598

[71]  D. Ševčovič and C. Izuchukwu Udeani: Multidimensional linear and nonlinear partial integro-differential equation in Bessel potential spaces with applications in option pricing, Mathematics 2021, 9(13), 1463
PDF file   DOI: 10.3390/math9131463 arXiv 2106.10498

[70]  D. Ševčovič and C. Izuchukwu Udeani: Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem. Japan Journal of Industrial and Applied Mathematics, 38(3), 2021, 693-713.
PDF file   DOI: 10.1007/s13160-021-00468-w arXiv 2104.06115

2020

[69]  J. Cruz and D. Ševčovič: On solutions of a partial integro-differential Black-Scholes equation in Bessel potential spaces, Japan Journal of Industrial and Applied Mathematics 37 (2020), 691-721.
PDF file   DOI: 10.1007/s13160-020-00414-2  arXiv 2003.03851

[68]  A. Clevenhaus, M. Ehrhardt, M. Günther, and D. Ševčovič: Pricing American Options with a Non-constant Penalty Parameter. Journal of Risk and Financial Management 13, (2020), 124.
PDF file    DOI: 10.3390/jrfm13060124

[67] M. Beneš, M. Kolář, D. Ševčovič: Curvature driven flow of a family of interacting curves with applications. Mathematical Methods in the Applied Sciences, 43, 2020, 4177-4190.
PDF file   DOI: 10.1002/mma.6182

[66] I. Arregui, B. Salvador, D. Ševčovič, C. Vázquez: PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution. Computers and Mathematics with Applications, 79, 2020, 1525-1542.
PDF file   DOI: 10.1016/j.camwa.2019.09.014

[65]  M. Grossinho, Y. Kord Faghan, D. Ševčovič: Pricing American Call Options using the Black-Scholes Equation with a Nonlinear Volatility Function, Journal of Computational Finance, 23(4), 2020, 93-113.
PDF file   DOI: 10.21314/JCF.2020.379     arXiv 1707.00358

2019

[64] S. Kilianová and D. Ševčovič: Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi Bellman equation, Japan Journal of Industrial and Applied Mathematics, 36(2), 2019, 497-517.
PDF file   DOI: 10.1007/s13160-019-00349-3  arXiv 1903.10065

[63] I. Arregui, B. Salvador, D. Ševčovič, C. Vázquez: Mathematical analysis of a nonlinear PDE model for European options with counterparty risk, Comptes Rendus Mathematique, 357(3), 2019, 252-257.
PDF file   DOI: 10.1016/j.crma.2019.03.001

[62] S. Pavlíková, D. Ševčovič: On Construction of Upper and Lower Bounds for the HOMO-LUMO Spectral Gap by Means of Semidefinite Relaxation Techniques, Numerical Algebra, Control and Optimization, 9(1), 2019, 53-69.
PDF file    DOI:10.3934/naco.2019005 arXiv 1806.00870

2018

[61]  J. Cruz and D. Ševčovič: Option Pricing in Illiquid Markets with Jumps, Applied Mathematical Finance, 25(4), 2018, 389-409.
PDF file    DOI: 10.1080/1350486X.2019.1585267  arXiv 1901.06467

[60] S. Kilianová and D. Ševčovič: Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization, Kybernetika, 54(6), 2018, 1167-1183.
PDF file    arXiv 1810.11619     DOI: 10.14736/kyb-2018-6-1167

[59] I. Arregui, B. Salvador, D. Ševčovič, C. Vázquez: Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation, Computers and Mathematics with Applications, 76(4) 2018, 725-740.
PDF file     DOI:10.1016/j.camwa.2018.05.012

2017

[58] M. Grossinho, Y. Kord Faghan, D. Ševčovič:  Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function, Asia-Pacific Financial Markets, 24(4) 2017, 291-308.
PDF file     arXiv 1611.00885  DOI: 10.1007/s10690-017-9234-1

[57] S. Pavlíková, D. Ševčovič: On a Construction of Integrally Invertible Graphs and their Spectral Properties,  Linear Algebra and its Applications, 532 (2017), 512-533.
PDF file    arXiv 1707.02210  DOI: 10.1016/j.laa.2017.07.005

[56] M. Kolář, M. Beneš, D. Ševčovič: Area Preserving Geodesic Curvature Driven Flow of Closed Curves on a Surface, Discrete and Continuous Dynamical Systems - Series B, 22(10) 2017, 3671-3689.
PDF file   DOI: 10.3934/dcdsb.2017148

2016

[55] S. Pavlíková, D. Ševčovič: Maximization of the Spectral Gap for Chemical Graphs by means of a Solution to a Mixed Integer Semidefinite Program, Computer Methods in Materials Science, 4 2016, 169-176.
PDF file     arXiv 1611.06959

[54] D. Ševčovič, M. Žitňanská: Analysis of the nonlinear option pricing model under variable transaction costs, Asia-Pacific Financial Markets, 23(2) 2016, 153-174.
PDF file     arXiv 1603.03874 DOI: 0.1007/s10690-016-9213-y

[53] M. Kolář, M. Beneš, D. Ševčovič: Computational Analysis of the Conserved Mean-Curvature Flow for Open and Closed Curves in the Plane, Mathematics and Computers in Simulation, 126 2016, 1-13.
PDF file     DOI: 10.1016/j.matcom.2016.02.004

[52] V. Klement, T. Oberhuber and D. Ševčovič: Application of the level-set model with constraints in image segmentation, Numerical Mathematics, Theory, Methods and Applications, 9(1) 2016, 147-168.
PDF file     arXiv 1105.1429    DOI:10.4208/nmtma.2015.m1418

[51] K. Ďuriš, Shih-Hau Tan, Choi-Hong Lai, D. Ševčovič: Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations,  Computational Methods in Applied Mathematics 16(1) 2016, 35-50.
PDF file       arXiv 1511.05661    DOI:10.1515/cmam-2015-0035

2015

[50] J. Zibolenová, V. Szabóová, T. Baška, D. Ševčovič, H. Hudečková: Mathematical modeling of varicella spread in Slovakia, Central European Journal of Public Health, 2015; 23 (3): 227 - 232.
PDF file     

[49]  J. Zibolenová, D. Ševčovič, T. Baška, D. Rošková, E. Malobická, V. Szabóová, V. Švihrová, H. Hudečková: Matematické modelovanie infekčných ochorení detského veku, Česko-Slovenská pediatrie, 70(4) 2015, 210-214.
PDF file     

[48] D. Ševčovič and M. Trnovská: Solution to the Inverse Wulff Problem by Means of the Enhanced Semidefinite Relaxation Method,  Journal of Inverse and Ill-posed Problems 23(3) 2015, 263-285
PDF file       arXiv 1402.5668     DOI:10.1515/jiip-2013-0069

[47] D. Ševčovič and M. Trnovská: Application of the Enhanced Semidefinite Relaxation Method to Construction of the Optimal Anisotropy Function, IAENG International Journal of Applied Mathematics 45(3) (2015), 227-234.
PDF file       arXiv 1405.4382

[46] M. Kolář, M. Beneš, D. Ševčovič and J. Kratochvil: Mathematical model and computational studies of discrete dislocation dynamics, IAENG International Journal of Applied Mathematics 45(3) (2015), 198-207.
PDF file  

2014

[45] M. Kolář, M. Beneš and D. Ševčovič: Computational studies of conserved mean curvature flow, Mathematica Bohemica, 139(4) (2014), pp. 677-684.
PDF file       arXiv 1402.6917

[44] M. Remešíková, K. Mikula, P. Sarkoci and D. Ševčovič: Manifold evolution with tangential redistribution of points, SIAM J. Sci. Comput. 36-4 (2014), A1384-A1414
PDF file       DOI:10.1137/130927668

2013

[43] S. Kilianová and D. Ševčovič: A Transformation Method for Solving the Hamilton-Jacobi-Bellman Equation for a Constrained Dynamic Stochastic Optimal Allocation Problem, ANZIAM Journal (55) 2013, 14-38.
PDF file       arXiv: 1307.3672     DOI: 10.1017/S144618111300031X

[42] D. Ševčovič and S.Yazaki: On a gradient flow of plane curves minimizing the anisoperimetric ratio, IAENG International Journal of Applied Mathematics, 43(3) 2013, 160-171
PDF file       arXiv:1203.2238

[41] N. Ishimura, D. Ševčovič: On traveling wave solutions to a Hamilton-Jacobi-Bellman equation with inequality constraints, Japan Journal of Industrial and Applied Mathematics 30(1) 2013, 51-67.
PDF file       arXiv 1108.1035     DOI: 10.1007/s13160-012-0087-8

2012

[40] D. Ševčovič and S.Yazaki: Computational and qualitative aspects of motion of plane curves with a curvature adjusted tangential velocity, Mathematical Methods in the Applied Sciences, 35(15) (2012), 1784-1798.
PDF file       arXiv:0711.2568v2     DOI:10.1002/mma.2554

2011

[39] T. Bokes, D. Ševčovič: Early exercise boundary for American type of floating strike Asian option and its numerical approximation, Applied Mathematical Finance, 18(5) 2011, 367-394.
PDF file       arXiv:0912.1321     SSRN: ID 1529586     DOI:10.1080/1350486X.2010.547041

[38] D. Ševčovič and S.Yazaki: Evolution of plane curves with a curvature adjusted tangential velocity, Japan J. Indust. Appl. Math., 28(3) (2011), 413-442.
PDF file       arXiv:1009.2588 DOI: 10.1007/s13160-011-0046-9

[37] D. Ševčovič and M. Takáč: Sensitivity analysis of the early exercise boundary for American style of Asian options, International Journal of Numerical Analysis and Modeling, Ser. B, 2(2-3), 2011 231-247.
PDF file       arXiv: 1101.3071     SSRN: ID 1741803

2010

[36] M. Lauko, D. Ševčovič: Comparison of numerical and analytical approximations of the early exercise boundary of American put options, ANZIAM journal 51, 2010, 430-448.
PDF file       arXiv:1002.0979     SSRN: ID 1547783     DOI: 10.1017/S1446181110000854

[35] I. Melicherčík and D. Ševčovič: Dynamic Stochastic Accumulation Model with Application to Pension Savings Management, Yugoslav Journal of Operations Research, 2010 20(1):1-24     DOI:10.2298/YJOR1001001M
PDF file       SSRN: ID 1231067

[34] Z. Macová, D. Ševčovič: Weakly nonlinear analysis of the Hamilton-Jacobi-Bellman equation arising from pension savings management, International Journal of Numerical Analysis and Modeling, 7(4) 2010, 619-638
PDF file       arXiv:0905.0155v1     SSRN: ID 1397760

[33] K. Mikula, D. Ševčovič, M. Balažovjech: A simple, fast and stabilized flowing finite volume method for solving general curve evolution equations, Commun. Comput. Phys., 7(1) (2010), 195-211.
PDF file       arXiv:0810.1745v2

2009

[32] T. Jakubik, I. Melicherčík, D. Ševčovič: Sensitivity analysis for a dynamic stochastic accumulation model for optimal pension savings management, Ekonomicky casopis, 8, 2009, 756-771
PDF file       SSRN: ID 1348108

[31] P. Brunovský, M. Lapin, I. Melicherčík, J. Somorčík, D. Ševčovič: Risk due to variability of K-day extreme precipitation totals and the K-day extreme events, J. Hydrol. Hydromech., 57, 2009, 4, 250-263
PDF file  

[30] B. Stehlíková, D. Ševčovič: On the singular limit of solutions to the Cox-Ingersoll-Ross interest rate model with stochastic volatility, Kybernetika 45(4), 2009, 670-680.
PDF file       arXiv:0811.0591v1     SSRN: ID 1295524

[29] H. Garcke, Y. Kohsaka and D. Ševčovič: Nonlinear stability of stationary solutions for curvature flow with triple junction, Hokkaido Mathematical Journal, 38(4) (2009), 721-769.
PDF file       arXiv:0802.3036

[28] P. Brunovský, D. Ševčovič, J. Somorčík, D. Hroncova and K. Pospíšilová: Socio-economic impacts of pandemic influenza mitigation scenarios in Slovakia. Ekonomicky casopis, 57(2), 2009, 163-178.
PDF file       SSRN: ID 1268865

[27] B. Stehlíková and D. Ševčovič: Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis, International Journal of Numerical Analysis and Modeling, 6(2) 2009, 274-283.
PDF file       arXiv:0802.3039

[26] M. Beneš, K. Mikula, T. Oberhuber, D. Ševčovič: Comparison study for level set and direct Lagrangian methods for computing Willmore flow of closed planar curves, Computing and Visualization in Science, 12(6) (2009), 307-317. DOI:10.1007/s00791-008-0112-2
PDF file       arXiv:0710.5305

2008

[25] M. Beneš, M. Kimura, P. Paus, D. Ševčovič, T. Tsujikawa, S. Yazaki: Application of a curvature adjusted method in image segmentation, Bulletin of Inst. of Mathematics, Academia Sinica, New Series, 3(4) 2008, 509-524.
PDF file       arXiv:0712.2334

2007

[24] D. Ševčovič: An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation, Canad. Appl. Math. Quarterly, 15, No.1, (2007), 77-97.
PDF file       arXiv:0710.5301

2006

[23] S. Kilianová, I. Melicherčík, D. Ševčovič: Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System, Finance a uver - Czech Journal of Economics and Finance, 56 (11-12), 2006, 506-521
PDF file  

[22] K. Mikula and D. Ševčovič: Evolution of curves on a surface driven by the geodesic curvature and external force, Applicable Analysis, 85(4) (2006), 345-362.
PDF file  

2005

[21] M. Jandačka and D. Ševčovič: On the risk adjusted pricing methodology based valuation of vanilla options and explanation of the volatility smile, Journal of Applied Mathematics, 3, 2005, 235-258
PDF file  

[20] D. Ševčovič and Urbánová Csajková: On a two-phase minmax method for parameter estimation of the Cox, Ingersoll, and Ross interest rate model, Central European J. of Operation Research, 13, 2005, 169-188.
PDF file  

2004

[19] K. Mikula and D. Ševčovič: Computational and qualitative aspects of evolution of curves driven by curvature and external force, Computing and Visualization in Science, 6 (2004), 211-225.
PDF file  

[18] K. Mikula and D. Ševčovič: A direct method for solving an anisotropic mean curvature flow of plane curves with an external force, Math. Methods in the Appl. Sci., 27 (2004), 1545-1565.
PDF file  

2002

[17] M. Revallo and D. Ševčovič: On the Ginzburg-Landau system of complex modulation equations for a rotating annulus with radial magnetic field, Physica D, 161 (2002), 116-128
PDF file  

2001

[16] D.Ševčovič: Analysis of the free boundary for the pricing of an American call option, Euro. Journal on Applied Mathematics, 12 (2001), 25-37.
PDF file  

[15] D.Ševčovič, M. Halická and P. Brunovský: DEA analysis for a large structured bank branch network, Central Euro. J. of Operational Res. 9 (2001), 329-342.
PDF file  

[14] K.Mikula and D. Ševčovič: Evolution of plane curves driven by a nonlinear function of curvature and anisotropy, SIAM Journal on Applied Mathematics, 61(5) (2001), 1473-1501.
PDF file  

1999

[13] R.Stamicar, D. Ševčovič and J.Chadam: The early exercise boundary for the American put near expiry: numerical approximation, Canad. Appl. Math. Quarterly, 7, No.4, (1999), 427-444.
PDF file  

[12] M. Revallo, D. Ševčovič, S. Ševčík and J. Brestenský: Viscously controlled nonlinear magnetoconvection in a non-uniformly stratified horizontal fluid layer, Physics of the Earth and Planetary interiors 111, 1-2 (1999) 83-92
PDF file  

[11] K.Mikula and D. Ševčovič: Solution of nonlinearly curvature driven evolution of plane curves, Applied Numerical Mathematics, 31(2) (1999), 191-207.
PDF file  

1997

[10] D. Ševčovič: Dissipative feedback synthesis for a singularly perturbed model of a piston driven flow of a non-Newtonian fluid. Math. Methods in the Appl. Sci. 20,(1997) 79-94
PDF file  

[9] D. Ševčovič: Smoothness of the singular limit of inertial manifolds of singularly perturbed evolution equations, Nonlinear Analysis TMA, 28, 1, (1997) 199-215.
PDF file  

1996

[8] D. Ševčovič: Free non-distributive Morgan-Stone algebras. New Zealand J. of Mathematics, 25 (1996) 85 - 94.
PDF file  

1995

[7] D. Ševčovič: The C1 stability of slow manifolds for a system of singularly perturbed evolution equations. Comment. Math. Univ. Carolinae, 36, 1, (1995) 89 - 107.
PDF file  

1994

[6] D. Ševčovič: Limiting behavior of invariant manifolds for a system of singularly perturbed evolution equations. Math. Methods in the Appl. Sci., 17, 643-666 (1994).
PDF file  

[5] P.Brunovský and D. Ševčovič: Explanation of spurt for a non-newtonian fluid by a diffusion term, Quart. Appl. Math. 452 (1), (1994), 401-426.
PDF file  

1992

[4] D. Ševčovič: Bounded endomorphisms of free p-algebras, Glasgow Math. Journal 34 (1992) 207-214.
PDF file  

1991

[3] D. Ševčovič: Limiting behavior of global attractors for singularly perturbed beam equations with strong damping, Comment. Math. Univ. Carolinae, 32, 1, (1991) 45-60.
PDF file  

[2] T. Katriňák and D. Ševčovič: Projective p-algebras, Algebra Universalis 28 (1991) 280-300.
PDF file  

1990

[1] D. Ševčovič: Existence and limiting behaviour for damped nonlinear evolution equations with non-local terms, Comment. Math. Univ. Carolinae, 31, 2, (1990) 283-293.
PDF file  

2023

[9] J. Cruz, M. do Rosario Grossinho, D. Ševčovič, C. Izuchukwu Udeani: Linear and Nonlinear Partial Integro-Differential Equations arising from Finance. In: Understanding Integro-Differential Equations, Understanding Integro-Differential Equations, Eds: J. Vasundhara Devi,  Z. Drici,  F. A. McRae, Nova Science Publishers, Inc., Hauppauge, 2023, pp. 191- 256, ISBN: 979-8-89113-040-1
DOI: 10.52305/NRLJ6556  arXiv 2207.11568
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2017

[8] H. Hudečková, D. Ševčovič, et al.: Biomatematické modelovanie a vyhodnocovanie indikátorov ochorení preventabilných očkovaním, Published by IRIS – Vydavateľstvo a tlač, s.r.o., Bratislava, Slovakia, 2017, 180 pp., ISBN 978-80-8200-002-6
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[7] Z. Bučková, B. Stehlíková, D. Ševčovič: Numerical and Analytical Methods for Bond Pricing in Short Rate Convergence Models of Interest Rates. In: Advances in Mathematics Research, Volume 21, 2017, (Ed. A. R. Baswell), Nova Science Publishers, Inc., Hauppauge, pp. 93-148. ISBN: 978-1-53610-484-4
arXiv 1607.04968    Buy it from Nova Science Publishers  
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2016

[6] D. Ševčovič: Direct Lagrangian Methods for Solving Mean Curvature Flows and their Applications, Published by IRIS – Vydavateľstvo a tlač, s.r.o., Bratislava, Slovakia, 2016, 119 pp., ISBN 978-80-89726-75-2
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2011

[5] D. Ševčovič, B. Stehlíková, K. Mikula: Analytical and numerical methods for pricing financial derivatives. Nova Science Publishers, Inc., Hauppauge, 2011.
ISBN: 978-1-61728-780-0 (Hardcover), ISBN: 978-1-61761-350-0 (ebook).
Buy it from Nova Science Publishers       Buy it from Amazon.com
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2009

[4] D. Ševčovič, B. Stehlíková, K. Mikula: Analytické a numerické metódy oceňovania finančných derivátov. Nakladateľstvo STU, Bratislava 2009, 200 pages, (in Slovak).
ISBN 978-80-227-3014-3.
Download selected pages sample of the textbook

2008

[3] D. Ševčovič: Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations. In: M. Ehrhardt (ed.), Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing, 2008 Nova Science Publishers, Inc., Hauppauge, pp. 153-198.
ISBN 978-1-60456-931-5.   arXiv:0805.0611
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[2] D. Ševčovič: Parciálne diferenciálne rovnice a ich aplikácie. Textbook, IRIS s.r.o. 2008, 132 pp. (in Slovak). ISBN:978-80-89238-14-9.
Download selected pages sample of the textbook

2007

[1] D. Ševčovič: Qualitative and quantitative aspects of curvature driven flows of planar curves. In: Topics on partial differential equations, Jindrich Necas Center for Mathematical Modeling Lecture notes, Vol. 2, MatFyzPress 2007, 55-119. ISBN:978-80-7378-005-0.
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[30]  D. Ševčovič, C. Izuchukwu Udeani: Learning the solution operator of HJB equation arising from portfolio management using deep learning, submitted to ECMI 2023 Conference Proceedings.
PDF file   arXiv 2308.11133

[29] I. Arregui, B. Salvador, D. Ševčovič, C. Vázquez: XVA for American options with two stochastic factors: modelling, mathematical analysis and numerical methods. En Gallego, R. y Mateos, M.(editores) Proceedings of the XXVI Congreso de Ecuaciones Diferenciales y Aplicaciones. XVI Congreso de Matemática Aplicada (pp. 44-50). Oviedo : Universidad de Oviedo, Servicio de Publicaciones, 2021, ISBN: 978-84-18482-21-2
PDF file  

[28] M. Kolář, M. Beneš, D. Ševčovič: On Surface Area and Length Preserving Flows of Closed Curves on a Given Surface. In: Radu F., Kumar K., Berre I., Nordbotten J., Pop I. (eds) Numerical Mathematics and Advanced Applications ENUMATH 2017. Lecture Notes in Computational Science and Engineering, vol 126. Springer, Cham 2019, pp. 279-287, ISBN 978-3-319-96414-0
PDF file    DOI:  10.1007/978-3-319-96415-7_24

[27] D. Ševčovič:  Nonlinear Parabolic Equations arising in Mathematical Finance, In:  Novel Methods in Computational Finance, Ehrhardt, M. Günther, M., ter Maten, J. (Eds.), Mathematics in Industry, Volume 25, 2017, 3-15. Springer International Publishing, 2017, ISBN 978-3-319-61281-2
PDF file    arXiv 1707.01436 DOI: 10.1007/978-3-319-61282-9

[26] M. Grossinho, Y. Kord Faghan, D. Ševčovič:  Analytical and numerical results  for American style of perpetual put options through transformation into nonlinear stationary  Black-Scholes equations, In: Novel Methods in Computational Finance, Ehrhardt, M. Günther, M., ter Maten, J. (Eds.), Mathematics in Industry, Volume 25, 2017, 129-142. Springer International Publishing, 2017, ISBN 978-3-319-61281-2
PDF file   arXiv 1707.00356 DOI: 10.1007/978-3-319-61282-9

[25] I. Arregui, D. Ševčovič, C. Vázquez: Numerical methods for nonlinear option pricing models with variable transaction costs. In: Proceedings of the 17th International Conference on Computational and Mathematical Methods in Science and Engineering, CMMSE-2017, Costa Ballena (Rota), Cádiz, Spain, July 4-8, 2017, Ed.: J. Vigo-Aguiar, pp. 131-139, ISBN: 978-84-617-8694-7
PDF file

[24] S. Pavlíková, D. Ševčovič: Invertibility of graphs with a unique perfect matching, In: 16th Conference on Applied Mathematics, Aplimat 2017, Bratislava,  Eds: D. Szarková, D. Richtáriková, P. Letavaj, M. Prášilová, Slovak University of Technology in Bratislava, pp  1172-1181, ISBN-978-80-227-4650-2.
PDF file    arXiv 1612.02234

[23] M. Kolář, M. Beneš, D. Ševčovič: Numerical Solution of Constrained Curvature Flow for Closed Planar Curves. In: Lecture Notes in Computational Science and Engineering 112, Numerical Mathematics and Advanced Applications - ENUMATH 2015, Karasözen, B., Manguoğlu, M., Tezer-Sezgin, M., Göktepe, S., Uğur, Ö. (Eds.), Springer 2016, ISBN: 978-3-319-39927-0, pp. 539-546.
PDF file DOI: 10.1007/978-3-319-39929-4_52

[22] J. Zibolenová, D. Ševčovič, T. Baška, H. Hudečková: Quantitative analysis of the age structured mathematical model of varicella spread in Slovakia, Proceedings of contributed papers, 20th Conference on Scientific Computing, Vysoké Tatry - Podbanské, Slovakia, March 14 - 18, 2016, Editors: A. Handlovičová and D. Ševčovič, Publishing House of Slovak University of Technology in Bratislava, 2016, pp. 285-291. ISBN: 978-80-227-4454-4.
PDF file

[21] M. Trnovská, D. Ševčovič: Enhanced semi-definite relaxation method with application to optimal anisotropy function construction. In: Proceedings of the 4th International Symposium & 26th National Conference on Operational Research, June 4-6, 2015, Chania, Greece, M. Doumpos, E. Grigoroudis Eds., 241-245. ISBN: 978-618-80361-4, www.helors2015.tuc.gr/Proceedings.pdf
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[20] S. Kilianová, D. Ševčovič: Riccati Transformation Method for Solving Constrained Dynamic Stochastic Optimal Allocation Problem, In: Proceedings of the 13th International Conference on Computational and Mathematical Methods in Science and Engineering, CMMSE 2013, 24-27 June, 2013. Eds. I.P.Hamilton, J. Vigo-Aguiar, pp. 852-857, ISBN: 978-84-616-2723-3
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[19] J. D. Kandilarov, D. Ševčovič: Comparison of Two Numerical Methods for Computation of American Type of the Floating Strike Asian Option, in: Large-Scale Scientific Computing, I. Lirkov et al (Eds.), Lecture Notes in Computer Science, 7116, pp 558-565, Springer-Verlag, Berlin, Heidelberg, 2012, ISBN 978-3-642-29842-4.
PDF file       arXiv 1106.0020

[18] D. Ševčovič: On a Numerical Approximation Scheme for Construction of the Early Exercise Boundary for a Class of Nonlinear Black-Scholes Equations, pp. 207-213. In: Progress in Industrial Mathematics at ECMI 2010, M. Gunther et al. (eds.), Mathematics in Industry 17, Springer-Verlag, Berlin, Heidelberg, 2012, ISBN 978-3-642-25099-6,
PDF file       arXiv: 1009.5973     SSRN: ID 1684762

[17] I. Melicherčík and D. Ševčovič: Dynamic model of pension savings management with stochastic interest rates and stock returns, In: Mathematical and Statistical Methods for Actuarial Sciences and Finance Perna, C., Sibillo, M. (Eds.) 1st Edition., Springer Verlag, Berlin, Heidelberg, 2012, pp. 295-304, ISBN 978-88-470-2341-3
PDF file       SSRN: ID 1635879

[16] K. Mikula and D. Ševčovič: Numerical aspects of evolution of plane curves satisfying the fourth order geometric equation, Proceedings of the Conference Mathematics, Geometry and their Applications 2010, P. Struk Ed., 27--32, Publishing House of STU, 2010. ISBN 978-80-227-3423-3.
PDF file       arXiv:0905.1433

[15] B. Stehlíková, D. Ševčovič: On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures, Proceedings of the Czech-Japanese Seminar in Applied Mathematics 2008 Takachiho / University of Miyazaki, Miyazaki, Japan, September 1-7, 2008, pp. 40-48.
PDF file       arXiv:0811.0595v1     SSRN: ID 1295557

[14] K. Mikula, D. Ševčovič: On tangential stabilization in curvature driven flows of planar curves, PAMM, Special Issue: Sixth International Congress on Industrial Applied Mathematics (ICIAM07) and GAMM Annual Meeting, Zurich 2007. Vol 7(1) 2007, p. 1024805-1024806 (DOI: 10.1002/pamm.200700632). ISBN:1-4244-1180-7.
PDF file       arXiv:0710.5314

[13] V. Srikrishnan, Subhasis Chaudhuri, Sumantra Dutta Roy, D. Ševčovič: On Stabilisation of Parametric Active Contours, In: Computer Vision and Pattern Recognition, 2007. CVPR '07. IEEE Conference on Computer Vision and Pattern Recognition, Minneapolis, USA, 2007, 1-6, doi:10.1109/CVPR.2007.383186. ISBN:1-4244-1180-7.
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[12] M. Beneš, K. Mikula, D. Ševčovič and T. Oberhuber: Method of lines for the level set method for solving Willmore flow geometric equation. In: Proceedings of MAGIA 2007, Conference on Mathematics, Geometry and their Applications, Kocovce 10.-12.9.2007, STU Bratislava 2007, pp. 37-43. ISBN:978-80-227-2796-9.
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[11] D. Ševčovič: On the Risk Adjusted Pricing Methodology model for pricing derivative securities, Proceedings of 4th Actuarial and Financial Mathematics Day, February 10, 2006, M. Vanmaele, A. De Schepper, J. Dhaene, H. Reynaerts, W. Schoutens & P. Van Goethem (Eds.), Koninklijke Vlaamse Acadamie van Belgie voor Wetenschappen en Kunsten, D/2006/0455/20, (2006), pp. 117-126.
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[10] K. Mikula and D. Ševčovič: Tangentially stabilized Lagrangian algorithm for elastic curve evolution driven by intrinsic Laplacian of curvature. Proceedings of Algoritmy 2005, 17th Conference on Scientific Computing, Vysoke Tatry, Podbanske, Slovakia, Eds. A.Handlovicova, Z.Kriva, K.Mikula, D.Ševčovič, (2005), pp. 32-41. ISBN:80-227-2192-1.
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[9] B. Stehlíková and D. Ševčovič: On a volatility averaging in a two-factor interest rate model. Proceedings of Algoritmy 2005, 17th Conference on Scientific Computing, Vysoke Tatry, Podbanske, Slovakia, Eds. A.Handlovicova, Z.Kriva, K.Mikula, D.Ševčovič, (2005), pp. 325-333. ISBN:80-227-2192-1.
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[8] D. Ševčovič and Urbánová Csajková: Calibration of one factor interest rate models, Journal of Electrical Engineering, 55, No. 12/s (2004), 46-50.
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[7] S. Kilianová and D. Ševčovič: Analytical and Numerical Methods for Stock Index Derivative Pricing, Journal of Electrical Engineering, 55, No. 12/s (2004), 39-42
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[6] K.Mikula and D. Ševčovič: Qualitative analysis and computation of a flow of surface curves driven by the geodesic curvature, Proceedings of Czech-Japanese Seminar in Applied Mathematics 2004, M. Beneš, J. Mikyska, T. Oberhuber Eds., Czech Technical University Prague. (2005), pp. 176-183. ISBN:80-01-03181-0,
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[5] K.Mikula and D. Ševčovič: Evolution of plane curves driven by a nonlinear function of curvature and anisotropy, Equadiff 99, Proceeding of the Int. Conference on Differential Equations, Eds. B.Fiedler, K. Groger and J. Spekels. World Scientific, (2000), pp. 283-285.
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[4] J.Brestenský, D. Ševčovič and M.Revallo: Analysis of the model of magnetoconvection with nonlinearity due to modified Taylor's constraint. Acta Astron. et Geophys. Univ. Comenianae 19 (1997) 317-336. ISBN:80-223-1185-5.
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[3] M. Revallo, D.Ševčovič and J. Brestenský: Finite amplitude magnetoconvection determined by modified Taylors constraint. Acta Astron. et Geophys. Univ. Comenianae 18 (1997) 1-18. ISBN:80-223-1171-5.
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[2] J.Vlnka, D. Ševčovič and W.Lababneh: The infuence of pole distribution magnets on magnetic bearing. In: Zbornik vedeckych prac Strojnickej fakulty STU, Bratislava, 23, 1995, 203-214. ISBN:80-227-0753-8.
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[1] D. Ševčovič and M.Kubicová: A note on existence of solutions of quasilinear periodic boundary value problems in Banach spaces. Universitatis Iagellonicae Acta Mathematica 31 (1994) 39-47. ISBN:83-233-0754-7.
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[1] S. Kilianová, I. Melicherčík, D. Ševčovič: Dynamic and Static Strategies for the Funded Pillar of the Slovak Pension System, In: Simulation properties of models of pension systems, Colloquium of AIM (Adequacy of Old-Age Income) project Centre for European Policy Studies (CEPS), Brussels, Nov 6-7, 2006
PDF file       SSRN: ID 1231066

[12] Proceedings of Equadiff 2017 Conference
Conference on differential equations
Bratislava, Slovakia, July 24-28, 2017,    ISBN: 978-80-227-4757-8
Editors: K. Mikula, D. Ševčovič, J. Urbán

[11] Proceedings of ALGORITMY 2016
Conference on Scientific Computing
Tatra Mountains - Podbanske, Slovakia, March 14-18, 2016,    ISBN: 978-80-227-4454-4.
Editors: A. Handlovičová, D. Ševčovič

[10] Proceedings of ALGORITMY 2012
Conference on Scientific Computing
Tatra Mountains - Podbanske, Slovakia, September 9-14, 2012,    ISBN: 978-80-227-3742-5.
Editors: A. Handlovicova, Z. Minarechova, D. Ševčovič

[9] Proceedings of ISCAMI 2011 Conference
TATRA MOUNTAINS Mathematical Publications, Volume 50, 2011, ISSN 1210--3195.
Editors: J. Paseka, D. Ševčovič

[8] Proceedings of the Student Science Conference 2011
Faculty of Mathematics, Physics and Informatics
Comenius University, Bratislava, April 19, 2011. ISBN 978-80-89186-87-7
Editors: T. Plachetka, D. Ševčovič T. Vinar

[7] Proceedings of ISCAMI 2010 Conference
Acta Universitatis Matthiae Belii series Mathematics, volume 18, 2011, ISBN 978-80-557-0160-8.
Editors: R. Mesiar, D. Ševčovič

[6] Proceedings of the Student Science Conference 2010
Faculty of Mathematics, Physics and Informatics
Comenius University, Bratislava, April 28, 2010. ISBN 978-80-89186-68-6.
Editors: T. Plachetka, D. Ševčovič, T. Vinar

[5] Proceedings of ALGORITMY 2009
Conference on Scientific Computing
Tatra Mountains - Podbanske, Slovakia, March 15 - 20, 2009. ISBN:978-80-227-3032-7.
Editors: A. Handlovicova, K. Mikula, P. Frolkovic, D. Ševčovič

[4] Proceedings of Equadiff 11
Proceedings of Equadiff 11, Proceedings of minisymposia and contributed talks,
July 25-29, 2005, Bratislava (2007). ISBN:978-80-227-2624-5.
Editors: M.Fila, A.Handlovicova, K.Mikula, M.Medved, P.Quittner, D.Ševčovič

[3] Proceedings of ALGORITMY 2005
Conference on Scientific Computing
Tatra Mountains - Podbanske, Slovakia, March 13 - 18, 2005. ISBN:80-227-2192-1.
Editors: A. Handlovicova, Z. Kriva, K. Mikula, D. Ševčovič

[2] Proceedings of ALGORITMY 2002
Conference on Scientific Computing
Tatra Mountains, Podbanske, Slovakia, September 8-13, 2002. ISBN:80-227-1750-9.
Editors: A. Handlovicova, Z. Kriva, K. Mikula, D. Ševčovič

[1] Proceedings of ALGORITMY 2000
Conference on Scientific Computing
Tatra Mountains, Podbanske, Slovakia, September 10-15, 2000. ISBN:80-227-1391-0.
Editors: J. Kacur, K. Mikula, D. Ševčovič