Skip to contents Dellaportas, Petros [Author] ; Mijatovic, Aleksandar [Other] Arbitrage-Free Prediction of the Implied Volatility Smile Books View online Schließen > Access https://ssrn.com/abstract=2469770 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Published in: Risk Magazine, Forthcoming Jacquier, Antoine (Jack) [Author] ; Mijatovic, Aleksandar [Other] Large Deviations for the Extended Heston Model : The Large-Time Case Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2027548 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Albanese, Claudio [Author] ; Mijatovic, Aleksandar [Other] Convergence Rates for Diffusions on Continuous-Time Lattices Books View online Schließen > Access https://ssrn.com/abstract=1018609 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Lo, Harry [Author] ; Mijatovic, Aleksandar [Other] Volatility Derivatives in Market Models with Jumps Books View online Schließen > Access https://ssrn.com/abstract=1403959 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Mijatovic, Aleksandar [Author] ; Schneider, Paul [Other] Empirical Asset Pricing with Nonlinear Risk Premia Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1498105 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Mijatovic, Aleksandar [Author] ; Pistorius, Martijn [Other] Exotic Derivatives under Stochastic Volatility Models with Jumps Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1523091 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Mijatovic, Aleksandar [Author] ; Urusov, Mikhail [Other] A Note on Delta Hedging in Markets with Jumps Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1795268 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Jacquier, Antoine (Jack) [Author] ; Mijatovic, Aleksandar [Other]; Forde, Martin [Other] A Note on Essential Smoothness in the Heston Model Books View online Schließen > Access https://ssrn.com/abstract=1885035 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Albanese, Claudio [Author] ; Mijatovic, Aleksandar [Other]; Lo, Harry [Other] Spectral Methods for Volatility Derivatives Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1018608 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Forde, Martin [Author] ; Jacquier, Antoine (Jack) [Other]; Mijatovic, Aleksandar [Other] Asymptotic Formulae for Implied Volatility in the Heston Model Books View online Schließen > Access https://ssrn.com/abstract=1506930 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Jacquier, Antoine (Jack) [Author] ; Keller-Ressel, Martin [Other]; Mijatovic, Aleksandar [Other] Large Deviations and Stochastic Volatility with Jumps : Asymptotic Implied Volatility for Affine Models Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1919494 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Crosby, John [Author] ; Le Saux, Nolwenn [Other]; Mijatovic, Aleksandar [Other] Approximating Levy Processes with a View to Option Pricing Books View online Schließen > Access https://ssrn.com/abstract=1403919 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Mijatović, Aleksandar M [Author] Kinetika i mehanizam supstitucionih reakcija kompleksa paladijuma(II) i rutenijuma(II) Books View online Schließen > Access http://nardus.mpn.gov.rs/handle/123456789/3628 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Erscheinungsort nicht ermittelbar]: Универзитет у Крагујевцу, Природно-математички факултет, 2020 Albanese, Claudio [Author]; Mijatovic, Aleksandar [Author] A Stochastic Volatility Model for Risk-Reversals in Foreign Exchange Books View online Schließen > Access https://ssrn.com/abstract=1515570 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2011 Pistorius, Martijn [Author]; Mijatovic, Aleksandar [Author] Continuously Monitored Barrier Options Under Markov Processes Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1462822 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2010 Mijatovic, Aleksandar [Author]; Schneider, Paul [Author] Globally Optimal Parameter Estimates for Non-Linear Diffusions Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1109002 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2009 González Cázares, Jorge [Author]; Mijatović, Aleksandar [Author] Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation Articles View online Schließen > Access https://link.springer.com/content/pdf/10.1007/s00780-022-00486-7.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Finance and stochastics ; 26(2022), 4 vom: Okt., Seite 671-732 Mijatović, Aleksandar [Author]; Urusov, Mikhail A. [Author] A note on delta hedging in markets with jumps Books View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oberwolfach-Walke: MFO, 2011 Published in: Oberwolfach preprints ; 2011,23 Mijatovic, Aleksandar [Author]; Albanese, Claudio [Author]; Lo, Harry [Author] Spectral methods for volatility derivatives Books View online Schließen > Access Open Access Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2009 Mijatović, Aleksandar Knotting Loops in the European Avant-Garde(s) The Poetic Image in Ezra Pound’s, A. B. Šimić’s and André Breton’s Anti/Ana-Aesthetics, and its Relation to Painting Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Faculty of Humanities and Social Sciences, University of Zagreb, 2023 Published in: Zagreber germanistische Beiträge
Dellaportas, Petros [Author] ; Mijatovic, Aleksandar [Other] Arbitrage-Free Prediction of the Implied Volatility Smile Books View online Schließen > Access https://ssrn.com/abstract=2469770 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Published in: Risk Magazine, Forthcoming
Jacquier, Antoine (Jack) [Author] ; Mijatovic, Aleksandar [Other] Large Deviations for the Extended Heston Model : The Large-Time Case Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2027548 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Albanese, Claudio [Author] ; Mijatovic, Aleksandar [Other] Convergence Rates for Diffusions on Continuous-Time Lattices Books View online Schließen > Access https://ssrn.com/abstract=1018609 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007]
Lo, Harry [Author] ; Mijatovic, Aleksandar [Other] Volatility Derivatives in Market Models with Jumps Books View online Schließen > Access https://ssrn.com/abstract=1403959 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009]
Mijatovic, Aleksandar [Author] ; Schneider, Paul [Other] Empirical Asset Pricing with Nonlinear Risk Premia Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1498105 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Mijatovic, Aleksandar [Author] ; Pistorius, Martijn [Other] Exotic Derivatives under Stochastic Volatility Models with Jumps Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1523091 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010]
Mijatovic, Aleksandar [Author] ; Urusov, Mikhail [Other] A Note on Delta Hedging in Markets with Jumps Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1795268 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Jacquier, Antoine (Jack) [Author] ; Mijatovic, Aleksandar [Other]; Forde, Martin [Other] A Note on Essential Smoothness in the Heston Model Books View online Schließen > Access https://ssrn.com/abstract=1885035 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Albanese, Claudio [Author] ; Mijatovic, Aleksandar [Other]; Lo, Harry [Other] Spectral Methods for Volatility Derivatives Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1018608 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009]
Forde, Martin [Author] ; Jacquier, Antoine (Jack) [Other]; Mijatovic, Aleksandar [Other] Asymptotic Formulae for Implied Volatility in the Heston Model Books View online Schließen > Access https://ssrn.com/abstract=1506930 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Jacquier, Antoine (Jack) [Author] ; Keller-Ressel, Martin [Other]; Mijatovic, Aleksandar [Other] Large Deviations and Stochastic Volatility with Jumps : Asymptotic Implied Volatility for Affine Models Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1919494 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Crosby, John [Author] ; Le Saux, Nolwenn [Other]; Mijatovic, Aleksandar [Other] Approximating Levy Processes with a View to Option Pricing Books View online Schließen > Access https://ssrn.com/abstract=1403919 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009]
Mijatović, Aleksandar M [Author] Kinetika i mehanizam supstitucionih reakcija kompleksa paladijuma(II) i rutenijuma(II) Books View online Schließen > Access http://nardus.mpn.gov.rs/handle/123456789/3628 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Erscheinungsort nicht ermittelbar]: Универзитет у Крагујевцу, Природно-математички факултет, 2020
Albanese, Claudio [Author]; Mijatovic, Aleksandar [Author] A Stochastic Volatility Model for Risk-Reversals in Foreign Exchange Books View online Schließen > Access https://ssrn.com/abstract=1515570 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2011
Pistorius, Martijn [Author]; Mijatovic, Aleksandar [Author] Continuously Monitored Barrier Options Under Markov Processes Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1462822 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2010
Mijatovic, Aleksandar [Author]; Schneider, Paul [Author] Globally Optimal Parameter Estimates for Non-Linear Diffusions Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1109002 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2009
González Cázares, Jorge [Author]; Mijatović, Aleksandar [Author] Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation Articles View online Schließen > Access https://link.springer.com/content/pdf/10.1007/s00780-022-00486-7.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Finance and stochastics ; 26(2022), 4 vom: Okt., Seite 671-732
> Access https://link.springer.com/content/pdf/10.1007/s00780-022-00486-7.pdf Full access (via DOI) Show more show less
Mijatović, Aleksandar [Author]; Urusov, Mikhail A. [Author] A note on delta hedging in markets with jumps Books View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oberwolfach-Walke: MFO, 2011 Published in: Oberwolfach preprints ; 2011,23
Mijatovic, Aleksandar [Author]; Albanese, Claudio [Author]; Lo, Harry [Author] Spectral methods for volatility derivatives Books View online Schließen > Access Open Access Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2009
Mijatović, Aleksandar Knotting Loops in the European Avant-Garde(s) The Poetic Image in Ezra Pound’s, A. B. Šimić’s and André Breton’s Anti/Ana-Aesthetics, and its Relation to Painting Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Faculty of Humanities and Social Sciences, University of Zagreb, 2023 Published in: Zagreber germanistische Beiträge
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