Aleksandar Mijatovic
Identifiers
- name variant Aleksandar Mijatovic 0.60 · backfill
Papers (19)
- Coupling and a generalised Policy Iteration Algorithm in continuous time math.PR · 2017 · author #2
- On the Poisson equation for Metropolis-Hastings chains math.PR · 2015 · author #1
- Randomisation and recursion methods for mixed-exponential Levy models, with financial applications math.PR · 2014 · author #1
- Joint asymptotic distribution of certain path functionals of the reflected process math.PR · 2013 · author #1
- Mirror and Synchronous Couplings of Geometric Brownian Motions math.PR · 2013 · author #2
- Large deviations for the extended Heston model: the large-time case q-fin.PR · 2012 · author #2
- Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models q-fin.PR · 2011 · author #3
- A note on essential smoothness in the Heston model q-fin.PR · 2011 · author #3
- On the Limit Distributions of Continuous-State Branching Processes with Immigration math.PR · 2011 · author #2
- On the drawdown of completely asymmetric Levy processes math.PR · 2011 · author #1
- Asymptotic formulae for implied volatility in the Heston model q-fin.PR · 2009 · author #3
- Empirical asset pricing with nonlinear risk premia q-fin.ST · 2009 · author #1
- Continuously monitored barrier options under Markov processes q-fin.PR · 2009 · author #1
- On the Martingale Property of Certain Local Martingales math.PR · 2009 · author #1
- Local time and the pricing of time-dependent barrier options q-fin.PR · 2008 · author #1
- Simplicial structures of knot complements math.GT · 2003 · author #1
- Triangulations of fibre-free Haken 3-manifolds math.GT · 2003 · author #1
- Triangulations of Seifert Fibred Manifolds math.GT · 2003 · author #1
- Simplifying triangulations of S^3 math.GT · 2000 · author #1
Mentions
- 1108.3998 #3 · backfill · confidence 0.70 Aleksandar Mijatovic
- 1107.4881 #3 · backfill · confidence 0.70 Aleksandar Mijatovic
- 1103.5605 #2 · backfill · confidence 0.70 Aleksandar Mijatovic
- 1103.1460 #1 · backfill · confidence 0.70 Aleksandar Mijatovic
- 0911.2992 #3 · backfill · confidence 0.70 Aleksandar Mijatovic
- 0911.0928 #1 · backfill · confidence 0.70 Aleksandar Mijatovic
- 0908.4028 #1 · backfill · confidence 0.70 Aleksandar Mijatovic
- 0905.3701 #1 · backfill · confidence 0.70 Aleksandar Mijatovic
- 0809.1747 #1 · backfill · confidence 0.70 Aleksandar Mijatovic
Frequent Coauthors
- Antoine Jacquier 4 shared papers
- Martijn Pistorius 3 shared papers
- Dejan Siraj 2 shared papers
- Martin Forde 2 shared papers
- Martin Keller-Ressel 2 shared papers
- Saul D. Jacka 2 shared papers
- Johannes Stolte 1 shared papers
- Jure Vogrinc 1 shared papers
- Martijn R. Pistorius 1 shared papers
- Mikhail Urusov 1 shared papers
- Paul Schneider 1 shared papers