Aleksandar Mijatovic

Aleksandar Mijatovic

University of Warwick - Coventry / United Kingdom
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1066517
person_outline Aleksandar Mijatovic's MOST POPULAR ARTICLES
1-) On the martingale property of certain local martingalesA Mijatović, M UrusovProbability Theory and Related Fields 152 (1), 1-30, 20121312012
2-) Continuously monitored barrier options under Markov processesA Mijatović, M PistoriusMathematical Finance: An International Journal of Mathematics, Statistics …, 20131102013
3-) On the drawdown of completely asymmetric Lévy processesA Mijatović, MR PistoriusStochastic Processes and their Applications 122 (11), 3812-3836, 2012812012
4-) Nonasymptotic bounds for sampling algorithms without log-concavityMB Majka, A Mijatović, Ł Szpruch902020
5-) Asymptotic formulae for implied volatility in the Heston modelM Forde, A Jacquier, A MijatovićProceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2010782010