:: Books ::

[2]	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).
[1]	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

:: Book chapters ::

[1]	Zuzana Bučková, Beáta Stehlíková, Daniel Ševčovič Numerical and analytical methods for bond pricing in short rate convergence models of interest rates.Advances in Mathematics Research. - New York : Nova Science Publishers, 2017. - pp. 93-148

:: Research papers in reviewed journals ::

[8]	Beáta Stehlíková, Zuzana Bučková: Perturbation analysis of a nonlinear equation arising in the Schaefer - Schwartz model of interest rates. Mathematica Slovaca 68 (2018), 617-624
[7]	Jana Halgašová, Beáta Stehlíková, Zuzana Bučková: Estimating the short rate from the term structures in the Vasicek model. Tatra Mountains Mathematical Publications. - Vol. 61 (2014), s. 87-103
[6]	B. Stehlíková, L. Capriotti: Effective Approximations for Arrow-Debreu Prices in Short Rate Models. International Journal of Theoretical and Applied Finance 17, 2014, 1450037.
[5]	B. Stehlíková: A simple analytic approximation formula for the bond price in the Chan-Karolyi-Longstaff-Sanders model. International Journal of Numerical Analysis and Modeling - Series B, Volume 4, Number 3, 2013, pp. 224-234
[4]	Z. Zíková and B. Stehlíková: Convergence model of interest rates of CKLS type. Kybernetika 48 (3), 2012, 567-586.	[pdf file]
[3]	T. Chernogorova and B. Stehlíková: A Comparison of Asymptotic Analytical Formulae with Finite-Difference Approximations for Pricing Zero Coupon Bond. Numerical Algorithms 59 (4), 2012, pp. 571-588.	[pdf file]
[2]	B. Stehlíková and 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]
[1]	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]

:: Papers in proceedings ::

[8]	Zuzana Bučková, Jana Halgašová, Beáta Stehlíková: Short rate as a sum of two CKLS-type processes. 6th International Conference on Numerical Analysis and Its Applications, NAA 2016. - Cham : Springer, 2017. - pp. 243-251
[7]	B. Stehlíková and Z. Zíková: A three-factor convergence model of interest rates. Proceedings of Algoritmy 2012, pp. 95-104.	[pdf file]
[6]	B. Stehlíková and 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, pp. 40-48.	[pdf file]
[5]	B. Stehlíková: Averaged Bond Prices for Fong-Vasicek and the Generalized Vasicek Interest Rates Models. Proceeding of MMEI, 2007, pp. 166-175.	[pdf file]
[4]	B. Stehlíková: Averaged Bond Prices in Generalized Cox-Ingersoll-Ross Model of Interest Rates. Proceedings of 5th Actuarial and Financial Mathematics Day, 2007, pp.77-87.	[pdf file]
[3]	B. Stehlíková: Fast Mean Reverting Volatility in Fong-Vasicek Model of Interest Rates. Journal of Electrical Engineering, 57, No.12/s, 2006, pp.-65-97.	[pdf file]
[2]	B. Stehlíková: Modeling Volatility Clusters with Application to Two-Factor Interest Rate Models. Journal of Electrical Engineering, 56, No.12/s, 2005, pp.90-93.	[pdf file]
[1]	B. Stehlíková and D. Ševčovič: On a Volatility Averaging in a Two-Factor Interest Rate Model. Proceedings of Algoritmy 2005, pp. 325-333.	[pdf file]

:: Papers in reviewed journals on undergraduate mathematics ::

[2]	Beáta Stehlíková, Slavomíra Gregušová: Náhodné stretnutia viacerých ľudí v čase. Obzory matematiky, fyziky a informatiky. - Roč. 42, č. 3 (2013), s. 19-34
[1]	Beáta Stehlíková: Zaujímavý integrál. Obzory matematiky, fyziky a informatiky. - Roč. 42, č. 1 (2013), s. 19-26

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