Research output per year
Research output per year
Personal profile
Research interests
Probability
Fingerprint
Dive into the research topics where Aleksandar Mijatovic is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 12 Similar Profiles
Research output
- 6 Article
-
On the Poisson Equation For Metropolis-Hastings chains
Mijatovic, A. & Vogrinc, J., 19 Apr 2017, (E-pub ahead of print) In: BERNOULLI. 24, 3, p. 2401-2428Research output: Contribution to journal › Article › peer-review
Open AccessFile15 Citations (Scopus)190 Downloads (Pure) -
Procuring load curtailment from local customers under uncertainty
Mijatović, A., Moriarty, J. & Vogrinc, J., 10 Jul 2017, In: PHILOSOPHICAL TRANSACTIONS- ROYAL SOCIETY OF LONDON SERIES A MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES. 375, 2100, 20160311.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
A new look at short-term implied volatility in asset price models with jumps
Mijatovic, A. & Tankov, P., 11 Jan 2016, In: MATHEMATICAL FINANCE. 26, 1, p. 149-183 35 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile30 Citations (Scopus)180 Downloads (Pure) -
Joint asymptotic distribution of certain path functionals of the reflected process
Mijatovic, A. & Pistorius, M., 23 May 2016, In: Electronic Communications in Probability. 21, p. 1-18 18 p., 43.Research output: Contribution to journal › Article › peer-review
Open AccessFile177 Downloads (Pure) -
On the policy improvement algorithm in continuous time
Jacka, S. D. & Mijatovic, A., 23 May 2016, (E-pub ahead of print) In: Stochastics. 12 p.Research output: Contribution to journal › Article › peer-review
File8 Citations (Scopus)156 Downloads (Pure)
Projects
- 1 Finished
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Coupling and Control in Continuous Time
Mijatovic, A. (Primary Investigator)
EPSRC Engineering and Physical Sciences Research Council
1/10/2016 → 30/09/2019
Project: Research