Slobodan Milovanovic

Publication Activity (10 Years)

Years Active: 2015-2020
Publications (10 Years): 6

Top Topics

Radial Basis Function

Top Venues

Int. J. Comput. Math.

Math. Comput. Simul.

Comput. Math. Appl.

Publications

Slobodan Milovanovic, Lina von Sydow
A high order method for pricing of financial derivatives using Radial Basis Function generated Finite Differences. Math. Comput. Simul. 174 (2020)
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
BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems. Int. J. Comput. Math. 96 (10) (2019)
Slobodan Milovanovic, Lina von Sydow
Radial Basis Function generated Finite Differences for option pricing problems. Comput. Math. Appl. 75 (4) (2018)
Slobodan Milovanovic
Pricing Financial Derivatives using Radial Basis Function generated Finite Differences with Polyharmonic Splines on Smoothly Varying Node Layouts. CoRR (2018)
Slobodan Milovanovic, Lina von Sydow
A High Order Method for Pricing of Financial Derivatives using Radial Basis Function generated Finite Differences. CoRR (2018)
Slobodan Milovanovic, Victor Shcherbakov
Pricing Derivatives under Multiple Stochastic Factors by Localized Radial Basis Function Methods. CoRR (2017)
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
BENCHOP - The BENCHmarking project in option pricing. Int. J. Comput. Math. 92 (12) (2015)