Items where Author is "Ševčovič, Daniel"
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Article
Ďuriš, Karol, Tan, Shih-Hau, Lai, Choi-Hong
ORCID: 0000-0002-7558-6398
and Ševčovič, Daniel
(2016)
Comparison of analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations.
Computational Methods in Applied Mathematics, 16 (1).
pp. 35-50.
ISSN 1609-4840 (Print), 1609-9389 (Online)
(doi:https://doi.org/10.1515/cmam-2015-0035)