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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical methods of operations research"
~person:"Hambly, Ben M."
~person:"Kinzebulatov, Damir"
~person:"Mijatovi´c, Aleksandar"
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Hambly, Ben M.
Kinzebulatov, Damir
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International journal of theoretical and applied finance
Mathematical methods of operations research
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Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
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2
Monte Carlo methods via a dual approach for some discrete time stochastic control problems
Gyurkó, Lajos Gergely
;
Hambly, Ben M.
;
Witte, Jan Hendrik
- In:
Mathematical methods of operations research
81
(
2015
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10010488925
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3
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
Saved in:
4
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:
5
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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