Triangulations of Seifert fibred manifolds

von Mijatović, Aleksandar
Veröffentlicht 2003

Local time and the pricing of time-dependent barrier

von Mijatović, Aleksandar
Veröffentlicht in Finance and stochastics (2009)

Triangulations of fibre-free Haken 3-manifolds

von Mijatović, Aleksandar
Veröffentlicht 2003

Svijet bez čovjeka: svijest, materijalizam i književnost

von Mijatović, Aleksandar
Veröffentlicht 2012

Temporalities of post-Yugoslav literature : the politics of time

von Mijatović, Aleksandar
Veröffentlicht 2020

Svijet bez čovjeka : svijest, materijalizam i književnost

von Mijatović, Aleksandar
Veröffentlicht 2012

Man cut in two : virtual and surreal in Bergson's and Breton's notion of image

von Mijatović, Aleksandar
Veröffentlicht in Ikon (2014)

Temporalities of post-Yugoslav literature : the politics of time

von Mijatović, Aleksandar
Veröffentlicht 2020

Simplifying triangulations of S3

von Mijatović, Aleksandar
Veröffentlicht 2002

Simplicial structures of Knot complements

von Mijatović, Aleksandar
Veröffentlicht 2003

Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models

von Mijatović, Aleksandar
Veröffentlicht in Finance and stochastics (2012)

A stochastic volatility model for risk-reversals in foreign exchange

von Albanese, Claudio
Veröffentlicht in International journal of theoretical and applied finance (2009)

A new look at short-term implied volatility in asset price models with jumps

von Mijatović, Aleksandar
Veröffentlicht in Mathematical finance (2016)

Large deviations for the extended Heston model : the large-time case

von Jacquier, Antoine
Veröffentlicht in Asia-Pacific financial markets (2014)

Empirical asset pricing with nonlinear risk premia

von Mijatović, Aleksandar
Veröffentlicht in Journal of financial econometrics (2014)

Volatility derivatives in market models with jumps

von Lo, Harry
Veröffentlicht in International journal of theoretical and applied finance (2011)

Continuously monitored barrier options under Markov processes

von Mijatović, Aleksandar
Veröffentlicht in Mathematical finance (2013)

Exotic derivatives under stochastic volatility models with jumps

von Mijatović, Aleksandar
Veröffentlicht in Advanced mathematical methods for finance (2011)

A note on essential smoothness in the Heston model

von Forde, Martin
Veröffentlicht in Finance and stochastics (2011)

Preface: Spectral and cubature methods in finance and econometrics : an Interdisciplinary International Research Workshop University of Leicester, United Kingdom, 18 - 20 June 20...

von Levendorskij, Sergej Z.
Veröffentlicht in International journal of theoretical and applied finance (2011)