Slobodan Milovanovic

According to our database, Slobodan Milovanovic authored at least 6 papers between 2015 and 2020.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2020

A high order method for pricing of financial derivatives using Radial Basis Function generated Finite Differences.

Slobodan Milovanovic, Lina von Sydow

Math. Comput. Simul., 2020

2019

BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems.

Lina von Sydow, Slobodan Milovanovic, Elisabeth Larsson, Karel J. in 't Hout, Magnus Wiktorsson, Cornelis W. Oosterlee, Victor Shcherbakov, Maarten Wyns, Álvaro Leitao, Shashi Jain, Tinne Haentjens, Johan Waldén

Int. J. Comput. Math., 2019

2018

Pricing Financial Derivatives using Radial Basis Function generated Finite Differences with Polyharmonic Splines on Smoothly Varying Node Layouts.

Slobodan Milovanovic

CoRR, 2018

Radial Basis Function generated Finite Differences for option pricing problems.

Slobodan Milovanovic, Lina von Sydow

Comput. Math. Appl., 2018

2017

Pricing Derivatives under Multiple Stochastic Factors by Localized Radial Basis Function Methods.

Slobodan Milovanovic, Victor Shcherbakov

CoRR, 2017

2015

BENCHOP - The BENCHmarking project in option pricing.

Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, Erik Lindström, Slobodan Milovanovic, Jonas Persson, Victor Shcherbakov, Yuri Shpolyanskiy, Samuel Sirén, Jari Toivanen, Johan Waldén, Magnus Wiktorsson, Jeremy Levesley, Juxi Li, Cornelis W. Oosterlee, Maria J. Ruijter, Alexander Toropov, Yangzhang Zhao

Int. J. Comput. Math., 2015