Srdjan Stojanovic

According to our database, Srdjan Stojanovic authored at least 6 papers between 1996 and 2014.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2014

Pricing portfolios of contracts on cumulative temperature with risk premium determination.

Srdjan Stojanovic, Ahmet Göncü

Risk Decis. Anal., 2014

2013

Any-utility neutral and indifference pricing and hedging.

Srdjan Stojanovic

Risk Decis. Anal., 2013

2010

Interest rate risk premium and equity valuation.

Zhuang Kang, Srdjan Stojanovic

J. Syst. Sci. Complex., 2010

2004

Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Amp[e-grave]re PDE.

Srdjan Stojanovic

SIAM J. Control. Optim., 2004

1998

Multivariate Constrained Portfolio Rules: Derivation of Monge-Ampère Equations.

Srdjan Stojanovic

Proceedings of the Control of Distributed Parameter and Stochastic Systems, 1998

1996

Optimal Control Theory for Infinite Dimensional Systems (Xunjing Li and Jiongmin Yong).

Srdjan Stojanovic

SIAM Rev., 1996