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Geometrically Convergent Simulation of the Extrema of Lévy Processes.
- Published in:
- Mathematics of Operations Research, 2022, v. 47, n. 2, p. 1141, doi. 10.1287/moor.2021.1163
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- Publication type:
- Article
Kinematic magnetic resonance imaging study of the brain stem and cervical cord by dynamic neck motion.
- Published in:
- 2016
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- Publication type:
- journal article
Structure, interaction with biomolecules, and cytotoxicity of copper (II) complexes chelating some Schiff base ligands.
- Published in:
- Applied Organometallic Chemistry, 2023, v. 37, n. 11, p. 1, doi. 10.1002/aoc.7253
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- Publication type:
- Article
A Monte Carlo algorithm for the extrema of tempered stable processes.
- Published in:
- Advances in Applied Probability, 2023, v. 55, n. 4, p. 1362, doi. 10.1017/apr.2023.1
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- Publication type:
- Article
Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 4, p. 994, doi. 10.1017/apr.2019.40
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- Publication type:
- Article
Exact simulation of the extrema of stable processes.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 4, p. 967, doi. 10.1017/apr.2019.39
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- Publication type:
- Article
Exact simulation of the extrema of stable processes.
- Published in:
- Advances in Applied Probability, 2019, p. 967, doi. 10.1017/apr.2019.39
- By:
- Publication type:
- Article
Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation.
- Published in:
- Advances in Applied Probability, 2019, p. 994, doi. 10.1017/apr.2019.40
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- Publication type:
- Article
On the weak limit law of the maximal uniform k -spacing.
- Published in:
- Advances in Applied Probability, 2016, v. 48, p. 235, doi. 10.1017/apr.2016.52
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- Publication type:
- Article
Anomalous recurrence properties of many-dimensional zero-drift random walks.
- Published in:
- Advances in Applied Probability, 2016, v. 48, p. 99, doi. 10.1017/apr.2016.44
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- Publication type:
- Article
Human Hemoglobin and Antipsychotics Clozapine, Ziprasidone and Sertindole: Friends or Foes?
- Published in:
- International Journal of Molecular Sciences, 2023, v. 24, n. 10, p. 8921, doi. 10.3390/ijms24108921
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- Publication type:
- Article
A note on delta hedging in markets with jumps.
- Published in:
- IMA Journal of Applied Mathematics, 2014, v. 79, n. 2, p. 300
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- Publication type:
- Article
VOLATILITY DERIVATIVES IN MARKET MODELS WITH JUMPS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 7, p. 1159, doi. 10.1142/S0219024911006656
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- Publication type:
- Article
APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 1, p. 63, doi. 10.1142/S0219024910005681
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- Publication type:
- Article
A STOCHASTIC VOLATILITY MODEL FOR RISK-REVERSALS IN FOREIGN EXCHANGE.
- Published in:
- International Journal of Theoretical & Applied Finance, 2009, v. 12, n. 6, p. 877, doi. 10.1142/S0219024909005506
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- Publication type:
- Article
A NEW LOOK AT SHORT-TERM IMPLIED VOLATILITY IN ASSET PRICE MODELS WITH JUMPS.
- Published in:
- Mathematical Finance, 2016, v. 26, n. 1, p. 149, doi. 10.1111/mafi.12055
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- Publication type:
- Article
CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES.
- Published in:
- Mathematical Finance, 2013, v. 23, n. 1, p. 1, doi. 10.1111/j.1467-9965.2011.00486.x
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- Publication type:
- Article
RANDOMISATION AND RECURSION METHODS FOR MIXED-EXPONENTIAL LÉVY MODELS, WITH FINANCIAL APPLICATIONS.
- Published in:
- Journal of Applied Probability, 2015, v. 52, n. 4, p. 1076
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- Publication type:
- Article
A NOTE ON A PAPER BY WONG AND HEYDE.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 3, p. 811
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- Publication type:
- Article
On the martingale property of certain local martingales.
- Published in:
- Probability Theory & Related Fields, 2012, v. 152, n. 1/2, p. 1, doi. 10.1007/s00440-010-0314-7
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- Publication type:
- Article
Convex minorants and the fluctuation theory of Lévy processes.
- Published in:
- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2022, v. 19, n. 1, p. 983, doi. 10.30757/ALEA.v19-39
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- Publication type:
- Article
Large Deviations for the Extended Heston Model: The Large-Time Case.
- Published in:
- Asia-Pacific Financial Markets, 2014, v. 21, n. 3, p. 263, doi. 10.1007/s10690-014-9185-8
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- Publication type:
- Article
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation.
- Published in:
- Finance & Stochastics, 2022, v. 26, n. 4, p. 671, doi. 10.1007/s00780-022-00486-7
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- Publication type:
- Article
Correction note for 'The large-maturity smile for the Heston model'.
- Published in:
- 2013
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- Publication type:
- Erratum
Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models.
- Published in:
- Finance & Stochastics, 2012, v. 16, n. 2, p. 225, doi. 10.1007/s00780-010-0152-6
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- Publication type:
- Article
A note on essential smoothness in the Heston model.
- Published in:
- Finance & Stochastics, 2011, v. 15, n. 4, p. 781, doi. 10.1007/s00780-011-0162-z
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- Publication type:
- Article
Local time and the pricing of time-dependent barrier options.
- Published in:
- Finance & Stochastics, 2010, v. 14, n. 1, p. 13, doi. 10.1007/s00780-008-0077-5
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- Publication type:
- Article
DNA/BSA interactions and cytotoxic studies of tetradentate N,N,O,O-Schiff base copper(II) complexes.
- Published in:
- Journal of the Serbian Chemical Society, 2023, v. 88, n. 12, p. 1307, doi. 10.2298/JSC230614063M
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- Publication type:
- Article
Empirical Asset Pricing with Nonlinear Risk Premia.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 3, p. 479
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- Publication type:
- Article
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.
- Published in:
- Zagreber Germanistische Beiträge, 2023, v. 32, n. 1, p. 67, doi. 10.17234/ZGB.32.4
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- Publication type:
- Article
A Simple Flow Injection System for Amperometric Detection of Ascorbic Acid Using Carbon Paste/Copper Schiff Base Composite Electrode.
- Published in:
- ChemistrySelect, 2023, v. 8, n. 48, p. 1, doi. 10.1002/slct.202304631
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- Publication type:
- Article
(In)distinct Languages: Revisiting the Dualism of Literal and Literary Meaning in Roman Jakobson and Donald Davidson.
- Published in:
- Slavia Meridionalis, 2021, v. 21, p. 1, doi. 10.11649/sm.2407
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- Publication type:
- Article
ZNANSTVENA POSVETA ISTAKNUTOJ PREDSTAVNICI RIJEČKE KROATISTIKE.
- Published in:
- Fluminensia, 2019, v. 31, n. 1, p. 321
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- Publication type:
- Article
FLUMINENSIA - OSVRT NA TRI DESETLJEĆA FILOLOŠKOGA RADA.
- Published in:
- Fluminensia, 2018, v. 30, n. 1, p. VII
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- Publication type:
- Article
ČITANJE KAO ISHODIŠNA KOMPETENCIJA - IZ DRUŠTVA ZNANJA U DRUŠTVO ČITANJA.
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- Fluminensia, 2015, v. 27, n. 1, p. 241
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- Publication type:
- Article
POETSKI ŽIVOT JOHNA KEATSA.
- Published in:
- Fluminensia, 2014, v. 26, n. 1, p. 186
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- Publication type:
- Article
SJEĆANJE NA ŽIVOT KOJI BUDE BIO: DAVNINA U MINISTARSTVU BOLI DUBRAVKE UGREŠIĆ.
- Published in:
- Fluminensia, 2014, v. 26, n. 1, p. 19
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- Publication type:
- Article
VRIJEME NESTAJANJA. SJEĆANJE, FILM I FOTOGRAFIJA U ROMANU LEICA FORMAT DAŠE DRNDIĆ.
- Published in:
- Fluminensia, 2010, v. 22, n. 1, p. 25
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- Publication type:
- Article
TRAUMA I PITANJE REPREZENTACIJE: SUVREMENA TEORIJA TRAUME, SIGMUND FREUD I WALTER BENJAMIN.
- Published in:
- Fluminensia, 2010, v. 21, n. 2, p. 143
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- Publication type:
- Article
Heteroessences: Community, Demonstratives and Interpretation in Agamben's Philosophy of Language.
- Published in:
- Studia Imagologica, 2014, v. 22, p. 237
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- Publication type:
- Article
Monte carlo estimation of the solution of fractional partial differential equations.
- Published in:
- Fractional Calculus & Applied Analysis, 2021, v. 24, n. 2, p. 278, doi. 10.1515/fca-2021-0012
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- Publication type:
- Article