Mijatovic, Aleksandar

1. On the Martingale Property of Certain Local Martingales
   2009/05/22 by Aleksandar Mijatović, Mijatovic, Aleksandar, Mikhail Urusov +1 · 3 citations
   Economics, Econometrics and Finance · Mathematics · #60G44 (Primary) 60G48 #60H10 (Secondary) #Advanced Harmonic Analysis Research #FOS: Economics and business #FOS: Mathematics #General Finance (q-fin.GN) #Probability (math.PR) #Stochastic processes and financial applications #advanced mathematical theories
2. On the drawdown of completely asymmetric Levy processes
   2011/03/08 by Aleksandar Mijatović, Martijn Pistorius, Mijatovic, Aleksandar +1 · 3 citations
   Economics, Econometrics and Finance · #60G17 #60G51 #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Risk Management (q-fin.RM) #Stochastic processes and financial applications
3. Monte Carlo estimation of the solution of fractional partial\n differential equations
   2020/12/27 by Vassili N. Kolokoltsov, Lin Feng, Kolokoltsov, Vassili +3 · 2 citations
   Mathematics · #Fractional Differential Equations Solutions #Mathematical functions and polynomials #Statistical Distribution Estimation and Applications
4. Empirical asset pricing with nonlinear risk premia
   2009/11/04 by Mijatovic, Aleksandar, Schneider, Paul · 1 citation
   #FOS: Economics and business #Pricing of Securities (q-fin.PR) #Statistical Finance (q-fin.ST)
5. Continuously monitored barrier options under Markov processes
   2009/08/27 by Mijatovic, Aleksandar, Pistorius, Martijn · 1 citation
   #Computational Finance (q-fin.CP) #FOS: Economics and business #Pricing of Securities (q-fin.PR)