Aleksandar Mijatovic

1. On the Martingale Property of Certain Local Martingales
   2009/05/22 by Aleksandar Mijatović, Aleksandar Mijatovic, Mijatovic, Aleksandar +2 · 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 #math.PR #msc:60G44 #msc:60G48 #msc:60H10 #q-fin.GN
2. On the drawdown of completely asymmetric Levy processes
   2011/03/08 by Aleksandar Mijatović, Aleksandar Mijatovic, Martijn R. Pistorius +3 · 3 citations
   Economics, Econometrics and Finance · Mathematics · #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 #math.PR #msc:60G17 #msc:60G51 #q-fin.RM
3. Empirical asset pricing with nonlinear risk premia
   2009/11/04 by Aleksandar Mijatovic, Aleksandar Mijatović, Mijatovic, Aleksandar +2 · 1 citation
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Risk and Volatility Modeling #Pricing of Securities (q-fin.PR) #Statistical Finance (q-fin.ST) #Stochastic processes and financial applications #q-fin.PR #q-fin.ST
4. Continuously monitored barrier options under Markov processes
   2009/08/27 by Aleksandar Mijatovic, Mijatovic, Aleksandar, Martijn Pistorius +1 · 1 citation
   Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #FOS: Economics and business #Pricing of Securities (q-fin.PR) #q-fin.CP #q-fin.PR