Works by Mijatović, Aleksandar

Results: 49

Synthesis, characterization and electrochemical properties of cobalt-doped phosphate tungsten heteropoly acid and its bronze.

Published in:

Chemical Industry / Hemijska Industrija, 2025, v. 79, n. 2, p. 103, doi. 10.2298/HEMIND240928008A

By:

Acković, Jovana S.;
Petrović, Tamara;
Senćanski, Jelena;
Mijatović, Aleksandar;
Blagojević, Stevan;
Tančić, Pavle;
Micić, Ružica;
Pagnacco, Maja

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

By:

Jacquier, Antoine;
Mijatović, Aleksandar

Publication type:

Article

Fast Exact Simulation of the First Passage of a Tempered Stable Subordinator Across a Non-Increasing Function.

Published in:

Stochastic Systems, 2025, v. 15, n. 1, p. 50, doi. 10.1287/stsy.2023.0014

By:

González Cázares, Jorge Ignacio;
Lin, Feng;
Mijatović, Aleksandar

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

By:

González Cázares, Jorge Ignacio;
Mijatović, Aleksandar

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

By:

Mijatović, Aleksandar

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

By:

Kolokoltsov, Vassili;
Lin, Feng;
Mijatović, Aleksandar

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

By:

González Cázares, Jorge;
Mijatović, Aleksandar

Publication type:

Article

Correction note for 'The large-maturity smile for the Heston model'.

Published in:

2013

By:

Bernard, Carole;
Cui, Zhenyu;
Forde, Martin;
Jacquier, Antoine;
McLeish, Don;
Mijatović, Aleksandar

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

By:

Mijatović, Aleksandar;
Urusov, Mikhail

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

By:

Forde, Martin;
Jacquier, Antoine;
Mijatović, Aleksandar

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

By:

Mijatović, Aleksandar

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

By:

Kulizić, Mihajlo;
Stanković, Milan;
Rašić, Marija;
Mijatović, Aleksandar;
Baošić, Rada;
Lolić, Aleksandar

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

By:

Mijatović, Aleksandar;
Urusov, Mikhail

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

By:

Platanić Arizanović, Lena;
Gligorijević, Nikola;
Cvijetić, Ilija;
Mijatović, Aleksandar;
Ristivojević, Maja Krstić;
Minić, Simeon;
Kokić, Aleksandra Nikolić;
Miljević, Čedo;
Nikolić, Milan

Publication type:

Article

On the policy improvement algorithm in continuous time.

Published in:

Stochastics: An International Journal of Probability & Stochastic Processes, 2017, v. 89, n. 1, p. 348, doi. 10.1080/17442508.2016.1187609

By:

Jacka, Saul D.;
Mijatović, Aleksandar

Publication type:

Article

Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models.

Published in:

Stochastics: An International Journal of Probability & Stochastic Processes, 2013, v. 85, n. 2, p. 321, doi. 10.1080/17442508.2012.720687

By:

Jacquier, Antoine;
Keller-Ressel, Martin;
Mijatović, Aleksandar

Publication type:

Article

In silico and in vitro biological evaluation: distribution of Ru(III) Schiff base complexes through the pancreatic 3D model and immersed blood vessel network.

Published in:

Journal of Coordination Chemistry, 2024, v. 77, n. 7/8, p. 766, doi. 10.1080/00958972.2024.2303736

By:

Međedović, Milica;
Ćoćić, Dušan;
Mijatović, Aleksandar;
Simić, Vladimir;
Milanović, Žiko;
Kosanić, Marijana;
Petrović, Nevena;
Sretenović, Snežana;
Simović, Ana Rilak

Publication type:

Article

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

By:

González Cázares, Jorge Ignacio;
Mijatović, Aleksandar;
Uribe Bravo, Gerónimo

Publication type:

Article

Familiar affairs.

Published in:

Angelaki: Journal of the Theoretical Humanities, 2010, v. 15, n. 3, p. 41, doi. 10.1080/0969725X.2010.536009

By:

Mijatović, Aleksandar;
Pužar, Aljoša

Publication type:

Article

Empirical Asset Pricing with Nonlinear Risk Premia.

Published in:

Journal of Financial Econometrics, 2014, v. 12, n. 3, p. 479

By:

Mijatović, Aleksandar;
Schneider, Paul

Publication type:

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

By:

Mijatović, Aleksandar;
Caković, Angelina Z.;
Lolić, Aleksandar;
Klisurić, Olivera;
Živanović, Marko N.;
Šeklić, Dragana S.;
Sretenović, Snežana;
Ilić, Marija;
Bogojeski, Jovana

Publication type:

Article

Spectral methods for volatility derivatives.

Published in:

Quantitative Finance, 2009, v. 9, n. 6, p. 663, doi. 10.1080/14697680902773603

By:

Albanese, Claudio;
Lo, Harry;
Mijatović, Aleksandar

Publication type:

Article

Heteroessences: Community, Demonstratives and Interpretation in Agamben's Philosophy of Language.

Published in:

Studia Imagologica, 2014, v. 22, p. 237

By:

Mijatović, Aleksandar

Publication type:

Article

ZNANSTVENA POSVETA ISTAKNUTOJ PREDSTAVNICI RIJEČKE KROATISTIKE.

Published in:

Fluminensia, 2019, v. 31, n. 1, p. 321

By:

Mijatović, Aleksandar

Publication type:

Article

FLUMINENSIA - OSVRT NA TRI DESETLJEĆA FILOLOŠKOGA RADA.

Published in:

Fluminensia, 2018, v. 30, n. 1, p. VII

By:

Mijatović, Aleksandar

Publication type:

Article

ČITANJE KAO ISHODIŠNA KOMPETENCIJA - IZ DRUŠTVA ZNANJA U DRUŠTVO ČITANJA.

Published in:

Fluminensia, 2015, v. 27, n. 1, p. 241

By:

Mijatović, Aleksandar

Publication type:

Article

POETSKI ŽIVOT JOHNA KEATSA.

Published in:

Fluminensia, 2014, v. 26, n. 1, p. 186

By:

Mijatović, Aleksandar

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

By:

Mijatović, Aleksandar

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

By:

Mijatović, Aleksandar

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

By:

Mijatović, Aleksandar

Publication type:

Article

A Weak MLMC Scheme for Lévy-Copula-Driven SDEs with Applications to the Pricing of Credit, Equity and Interest Rate Derivatives.

Published in:

Applied Mathematical Finance, 2024, v. 31, n. 2, p. 57, doi. 10.1080/1350486X.2024.2400902

By:

Mijatović, Aleksandar;
Palfray, Romain

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

By:

Mijatović, Aleksandar

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

By:

LO, HARRY;
MIJATOVIĆ, ALEKSANDAR

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

By:

CROSBY, JOHN;
LE SAUX, NOLWENN;
MIJATOVIĆ, ALEKSANDAR

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

By:

ALBANESE, CLAUDIO;
MIJATOVIĆ, ALEKSANDAR

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

By:

Mijatović, Aleksandar;
Urusov, Mikhail

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

By:

Mijatović, Aleksandar;
Tankov, Peter

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

By:

Mijatović, Aleksandar;
Pistorius, Martijn

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

By:

MIJATOVIĆ, ALEKSANDAR;
CAKOVIĆ, ANGELINA Z.;
LOLIĆ, ALEKSANDAR;
SRETENOVIĆ, SNEŽANA;
ŽIVANOVIĆ, MARKO N.;
ŠEKLIĆ, DRAGANA S.;
BOGOJESKI, JOVANA;
PETROVIĆ, BILJANA V.

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

By:

González Cázares, Jorge Ignacio;
Mijatović, Aleksandar

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

By:

González Cázares, Jorge I.;
Mijatović, Aleksandar;
Bravo, Gerónimo Uribe

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

By:

Mijatović, Aleksandar;
Vogrinc, Jure

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

By:

Mijatović, Aleksandar;
Vogrinc, Jure

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:

González Cázares, Jorge I.;
Mijatović, Aleksandar;
Bravo, Gerónimo Uribe

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

By:

Georgiou, Nicholas;
Menshikov, Mikhail V.;
Mijatović, Aleksandar;
Wade, Andrew R.

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

By:

Mijatović, Aleksandar;
Vysotsky, Vladislav

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

By:

MIJATOVIĆ, ALEKSANDAR;
PISTORIUS, MARTIJN R.;
STOLTE, JOHANNES

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

By:

MIJATOVIĆ, ALEKSANDAR;
URUSOV, MIKHAIL

Publication type:

Article

Kinematic magnetic resonance imaging study of the brain stem and cervical cord by dynamic neck motion.

Published in:

2016

By:

Mališ, M.;
Georgievski, B.;
Milić, I.;
Mijatović, A.;
Kovačević, V.;
Lazić, D.;
Kapor, S.;
Marinković, S.;
Mališ, Miloš;
Georgievski, Biljana;
Milić, Ivan;
Mijatović, Aleksandar;
Kovačević, Vladan;
Lazić, Dijana;
Kapor, Slobodan;
Marinkovic, Slobodan;
Marinkovic, S

Publication type:

journal article