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~isPartOf:"Finance research letters"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Mijatovi´c, Aleksandar"
~subject:"Stochastic process"
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Stochastic process
Stochastischer Prozess
3
Derivat
2
Derivative
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Option pricing theory
2
Optionspreistheorie
2
Theorie
2
Theory
2
Volatility
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Volatilität
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Lévy and local Lévy processes
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Markov chain approximations
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Markov-Kette
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laws of realized variance
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Mijatovi´c, Aleksandar
Gapeev, Pavel V.
7
Jeanblanc, Monique
7
Levendorskij, Sergej Z.
7
Fabozzi, Frank J.
6
Liu, Rui Hua
5
Macrina, Andrea
5
Takahashi, Akihiko
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Benth, Fred Espen
4
Hess, Markus
4
Oosterlee, Cornelis W.
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Račev, Svetlozar T.
4
Stoyanov, Stoyan V.
4
Vives, Josep
4
Wang, Xingchun
4
Antonelli, Fabio
3
Barbachan, José Santiago Fajardo
3
Bayraktar, Erhan
3
Biagini, Francesca
3
Bojarčenko, Svetlana I.
3
Capriotti, Luca
3
Cartea, Álvaro
3
Chiarella, Carl
3
Cui, Zhenyu
3
Escobar, Marcos
3
Forde, Martin
3
Grorud, Axel
3
Hughston, Lane P.
3
Jaimungal, Sebastian
3
Kim, Young Shin
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Leung, Tim
3
Mordecki, Ernesto
3
Schmidt, Thorsten
3
Semeraro, Patrizia
3
Abergel, Frédéric
2
Ahlip, Rehez
2
Albanese, Claudio
2
Aly, Sidi Mohamed Ould
2
Alòs, Elisa
2
Arai, Takuji
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Finance research letters
International journal of theoretical and applied finance
Finance and stochastics
2
Advanced mathematical methods for finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Working paper series / Financial Econometrics Research Centre
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ECONIS (ZBW)
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Volatility derivatives in market models with jumps
Lo, Harry
;
Mijatovi´c, Aleksandar
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1159-1193
Persistent link: https://www.econbiz.de/10009407653
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2
Approximating Lévy processes with a view to option pricing
Crosby, John
;
Le Saux, Nolwenn
;
Mijatovi´c, Aleksandar
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 63-91
Persistent link: https://www.econbiz.de/10008860423
Saved in:
3
A stochastic volatility model for risk-reversals in foreign exchange
Albanese, Claudio
;
Mijatovi´c, Aleksandar
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 877-899
Persistent link: https://www.econbiz.de/10003911250
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