Srdjan Stojanovic

Publication Activity (10 Years)

Years Active: 1996-2014
Publications (10 Years): 0

Top Topics

Image Sequences

Utility Function

Top Venues

Risk Decis. Anal.

Publications

Srdjan Stojanovic, Ahmet Göncü
Pricing portfolios of contracts on cumulative temperature with risk premium determination. Risk Decis. Anal. 5 (1) (2014)
Srdjan Stojanovic
Any-utility neutral and indifference pricing and hedging. Risk Decis. Anal. 4 (2) (2013)
Zhuang Kang, Srdjan Stojanovic
Interest rate risk premium and equity valuation. J. Syst. Sci. Complex. 23 (3) (2010)
Srdjan Stojanovic
Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Amp[e-grave]re PDE. SIAM J. Control. Optim. 43 (4) (2004)
Srdjan Stojanovic
Multivariate Constrained Portfolio Rules: Derivation of Monge-Ampère Equations. Control of Distributed Parameter and Stochastic Systems (1998)
Srdjan Stojanovic
Optimal Control Theory for Infinite Dimensional Systems (Xunjing Li and Jiongmin Yong). SIAM Rev. 38 (2) (1996)