Local time and the pricing of time-dependent barrier options. - Aleksandar Mijatovic (Finance Stochastics, 2010)

A note on essential smoothness in the Heston model. - Martin Forde; Antoine Jacquier; Aleksandar Mijatovic (Finance Stochastics, 2011)

Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models. - Aleksandar Mijatovic; Mikhail Urusov (Finance Stochastics, 2012)

Correction note for 'The large-maturity smile for the Heston model'. - Carole Bernard; Zhenyu Cui; Martin Forde; Antoine Jacquier; Don McLeish; Aleksandar Mijatovic (Finance Stochastics, 2013)

Direct Test Methodology for HDL Verification. - Rados Dabic; Sasa Jednak; Ilija Adzic; Dusko Stanic; Aleksandar Mijatovic; Stanislav Vuckovic (DDECS, 2015)

Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications. - Aleksandar Mijatovic; Martijn Pistorius; Johannes Stolte (J. Appl. Probab., 2015)

An algorithm for simulating Brownian increments on a sphere. - Aleksandar Mijatovic; Veno Mramor; Gerónimo Uribe Bravo (CoRR, 2020)

Geometrically Convergent Simulation of the Extrema of Lévy Processes. - Jorge Ignacio González Cázares; Aleksandar Mijatovic; Gerónimo Uribe Bravo (Math. Oper. Res., 2022)

Fast exact simulation of the first passage of a tempered stable subordinator across a non-increasing function. - Jorge Ignacio González Cázares; Feng Lin; Aleksandar Mijatovic (CoRR, 2023)

Limit Theorems for Stochastic Gradient Descent with Infinite Variance. - Jose H. Blanchet; Aleksandar Mijatovic; Wenhao Yang (CoRR, 2024)