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Aleksandar Mijatovic

Identifiers

  • name variant Aleksandar Mijatovic 0.60 · backfill

Papers (19)

  1. Coupling and a generalised Policy Iteration Algorithm in continuous time math.PR · 2017 · author #2
  2. On the Poisson equation for Metropolis-Hastings chains math.PR · 2015 · author #1
  3. Randomisation and recursion methods for mixed-exponential Levy models, with financial applications math.PR · 2014 · author #1
  4. Joint asymptotic distribution of certain path functionals of the reflected process math.PR · 2013 · author #1
  5. Mirror and Synchronous Couplings of Geometric Brownian Motions math.PR · 2013 · author #2
  6. Large deviations for the extended Heston model: the large-time case q-fin.PR · 2012 · author #2
  7. Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models q-fin.PR · 2011 · author #3
  8. A note on essential smoothness in the Heston model q-fin.PR · 2011 · author #3
  9. On the Limit Distributions of Continuous-State Branching Processes with Immigration math.PR · 2011 · author #2
  10. On the drawdown of completely asymmetric Levy processes math.PR · 2011 · author #1
  11. Asymptotic formulae for implied volatility in the Heston model q-fin.PR · 2009 · author #3
  12. Empirical asset pricing with nonlinear risk premia q-fin.ST · 2009 · author #1
  13. Continuously monitored barrier options under Markov processes q-fin.PR · 2009 · author #1
  14. On the Martingale Property of Certain Local Martingales math.PR · 2009 · author #1
  15. Local time and the pricing of time-dependent barrier options q-fin.PR · 2008 · author #1
  16. Simplicial structures of knot complements math.GT · 2003 · author #1
  17. Triangulations of fibre-free Haken 3-manifolds math.GT · 2003 · author #1
  18. Triangulations of Seifert Fibred Manifolds math.GT · 2003 · author #1
  19. 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