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Search: person:"Mijatovi´c, Aleksandar"
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Option pricing theory
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Mijatovi´c, Aleksandar
14
Pistorius, Martijn
3
Jacquier, Antoine
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Schneider, Paul
2
Albanese, Claudio
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Crosby, John
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Forde, Martin
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González Cázares, Jorge
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Le Saux, Nolwenn
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Finance and stochastics
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ECONIS (ZBW)
14
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1
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
2
A new look at short-term implied volatility in asset price models with jumps
Mijatovi´c, Aleksandar
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 149-183
Persistent link: https://www.econbiz.de/10011550267
Saved in:
3
Empirical asset pricing with nonlinear risk premia
Mijatovi´c, Aleksandar
;
Schneider, Paul
-
2009
Persistent link: https://www.econbiz.de/10009428004
Saved in:
4
Large deviations for the extended Heston model : the large-time case
Jacquier, Antoine
;
Mijatovi´c, Aleksandar
- In:
Asia-Pacific financial markets
21
(
2014
)
3
,
pp. 263-280
Persistent link: https://www.econbiz.de/10010511579
Saved in:
5
Empirical asset pricing with nonlinear risk premia
Mijatovi´c, Aleksandar
;
Schneider, Paul
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 479-506
Persistent link: https://www.econbiz.de/10010391949
Saved in:
6
Continuously monitored barrier options under Markov processes
Mijatovi´c, Aleksandar
;
Pistorius, Martijn
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009712564
Saved in:
7
Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models
Mijatovi´c, Aleksandar
;
Urusov, Mikhail
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 225-247
Persistent link: https://www.econbiz.de/10009544669
Saved in:
8
Exotic derivatives under stochastic volatility models with jumps
Mijatovi´c, Aleksandar
;
Pistorius, Martijn
- In:
Advanced mathematical methods for finance
,
(pp. 455-508)
.
2011
Persistent link: https://www.econbiz.de/10008991275
Saved in:
9
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:
10
A note on essential smoothness in the Heston model
Forde, Martin
;
Jacquier, Antoine
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 781-784
Persistent link: https://www.econbiz.de/10009423265
Saved in:
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