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Principal Scientific
Articles (S. D. Stojanovic):
Stojanovic, Srdjan D.,
“Foreign exchange rates”, submitted, June 2007, available at
SSRN: http://ssrn.com/abstract=1010422
Stojanovic, Srdjan D., “Foreign exchange derivatives”,
submitted, June 2007, available at SSRN: http://ssrn.com/abstract=1010428
Stojanovic, Srdjan D., “Pricing and hedging of multi type contracts
under multidimensional risks in incomplete markets modeled by general Itô SDE systems”, Asia-Pacific
Financial Markets 13 (2006) 345-372.
Stojanovic, Srdjan D., “The dividend puzzle unpuzzled”
(January 29, 2006). Available at SSRN: http://ssrn.com/abstract=879514.
Stojanovic, Srdjan D., “Higher dimensional fair option pricing and
hedging under HARA and CARA utilities” (August 2005; revised June 28,
2006). Available at SSRN: http://ssrn.com/abstract=912763.
Stojanovic, Srdjan D., “Risk premium and fair option prices under
stochastic volatility: the HARA solution”, C. R. Acad. Sci. Paris Ser. I 340 (2005) 551-556.
Stojanovic, Srdjan D., “Optimal portfolio series formula under
dynamic appreciation rate uncertainty”, J.
Computational Finance, 8 (2) (2005) 19-54.
Stojanovic, Srdjan D., “Perturbation formula for regular free
boundaries in elliptic and parabolic obstacle problems”, SIAM J. Control & Optimization, 35
(1997) 2086-2100.
Leung,
Anthony and Stojanovic, Srdjan D., “Optimal control for elliptic Volterra-Lotka
type equations”, J. Math. Anal. Appl. 173 (1993), 1113-1125.
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