Srdjan Stojanovic

According to our database1, Srdjan Stojanovic authored at least 6 papers between 1996 and 2014.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

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In proceedings 
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PhD thesis 
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Links

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Bibliography

2014
Pricing portfolios of contracts on cumulative temperature with risk premium determination.
Risk Decis. Anal., 2014

2013
Any-utility neutral and indifference pricing and hedging.
Risk Decis. Anal., 2013

2010
Interest rate risk premium and equity valuation.
J. Syst. Sci. Complex., 2010

2004
Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Amp[e-grave]re PDE.
SIAM J. Control. Optim., 2004

1998
Multivariate Constrained Portfolio Rules: Derivation of Monge-Ampère Equations.
Proceedings of the Control of Distributed Parameter and Stochastic Systems, 1998

1996
Optimal Control Theory for Infinite Dimensional Systems (Xunjing Li and Jiongmin Yong).
SIAM Rev., 1996


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