Srdjan D. Stojanovic

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Person:449280

Available identifiers

zbMath Open stojanovic.srdan-dMaRDI QIDQ449280

List of research outcomes





PublicationDate of PublicationType
Pricing portfolios of contracts on cumulative temperature with risk premium determination2019-03-12Paper
Non-covalent interactions across subunit interfaces in Sm proteins2018-09-06Paper
Interest rates risk-premium and shape of the yield curve2016-09-30Paper
Any-utility neutral and indifference pricing and hedging2014-08-22Paper
Equity valuation under stock dilution and buy-back2012-09-12Paper
Neutral and Indifference Portfolio Pricing, Hedging and Investing2011-03-18Paper
Interest rate risk premium and equity valuation2010-11-03Paper
Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itō SDE systems2007-11-27Paper
Risk premium and fair option prices under stochastic volatility: the HARA solution.2005-04-28Paper
Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Ampère PDE2005-02-28Paper
https://portal.mardi4nfdi.de/entity/Q48211682004-10-11Paper
https://portal.mardi4nfdi.de/entity/Q47872852003-01-06Paper
The analytic solution for the spectrum of surface spin waves for two-sublattice Heisenberg ferrimagnet2001-06-17Paper
Insights on the Effect of Land Use Choice: The Perpetual Option on the Best of Two Underlying Assets1999-02-22Paper
Multivariate constrained portfolio rules: derivation of Monge-Ampère equations.1999-01-01Paper
Perturbation Formula for Regular Free Boundaries in Elliptic and Parabolic Obstacle Problems1998-02-09Paper
Modeling and minimization of extinction in Volterra-Lotka type equations with free boundaries1997-12-08Paper
https://portal.mardi4nfdi.de/entity/Q48820831996-11-17Paper
https://portal.mardi4nfdi.de/entity/Q48771021996-05-06Paper
Free Boundary Problems for Potential and Stokes Flows via Nonsmooth Analysis1995-07-03Paper
A variational approach to a free boundary problem arising in electrophotography1995-04-10Paper
Periodic optimal control for parabolic Volterra‐Lotka type equations1995-01-31Paper
Periodic optimal control for competing parabolic Volterra-Lotka-type systems1995-01-15Paper
https://portal.mardi4nfdi.de/entity/Q43144231994-12-18Paper
https://portal.mardi4nfdi.de/entity/Q43134811994-12-07Paper
Optimal control for elliptic Volterra-Lotka type equations1993-08-18Paper
Controlling the moving boundary of the parabolic obstacle problem1993-08-15Paper
https://portal.mardi4nfdi.de/entity/Q40368141993-05-18Paper
https://portal.mardi4nfdi.de/entity/Q39749961992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q39749981992-06-26Paper
Optimal Damping Control and Nonlinear Elliptic Systems1992-06-25Paper
Direct methods for some distributed games1990-01-01Paper
Monotone iterations for nonlinear obstacle problem1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34880501990-01-01Paper
Optimal switching for partial differential equations. I1989-01-01Paper
Optimal damping control and nonlinear parabolic systemes1989-01-01Paper
Optimal switching for partial differential equations. II1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37682931988-01-01Paper
Injection of ideal fluid from two slots into a stream1988-01-01Paper
Injection of Ideal Fluid from a Slot into a Stream: Two Free Boundaries1988-01-01Paper
Optimal switching for systems governed by nonlinear evolution equations1987-01-01Paper
A free boundary problem associated with icing in a channel1987-01-01Paper

Research outcomes over time

This page was built for person: Srdjan D. Stojanovic