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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Mijatovi´c, Aleksandar"
~subject:"Stochastic process"
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Stochastic process
Stochastischer Prozess
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Mijatovi´c, Aleksandar
Takahashi, Akihiko
4
Benth, Fred Espen
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Forde, Martin
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Liu, Rui Hua
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Ahlip, Rehez
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Takehara, Kohta
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International journal of theoretical and applied finance
Journal of risk and financial management : JRFM
Advanced mathematical methods for finance
1
Finance and stochastics
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
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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