Nikola Gradojevic

Publication Activity (10 Years)

Years Active: 2009-2024
Publications (10 Years): 3

Top Topics

Foreign Exchange

Black Scholes Model

Top Venues

Ann. Oper. Res.

Publications

Nikola Gradojevic, Dragan Kukolj
Unlocking the black box: Non-parametric option pricing before and during COVID-19. Ann. Oper. Res. 334 (1) (2024)
Nikola Gradojevic
Brexit and foreign exchange market expectations: Could it have been predicted? Ann. Oper. Res. 297 (1) (2021)
Ramazan Gencay, Nikola Gradojevic
The Tale of Two Financial Crises: An Entropic Perspective. Entropy 19 (6) (2017)
Dragan Kukolj, Nikola Gradojevic, Camillo Lento
Improving non-parametric option pricing during the financial crisis. CIFEr (2012)
Nikola Gradojevic, Ramazan Gencay
Financial Applications of Nonextensive Entropy [Applications Corner]. IEEE Signal Process. Mag. 28 (5) (2011)
Nikola Gradojevic, Ramazan Gencay, Dragan Kukolj
Option Pricing With Modular Neural Networks. IEEE Trans. Neural Networks 20 (4) (2009)