フォロー
Slobodan Milovanović
Slobodan Milovanović
Boston Consulting Group
確認したメール アドレス: bcg.com - ホームページ
タイトル
引用先
引用先
年
BENCHOP–The BENCHmarking project in option pricing
L von Sydow, L Josef Höök, E Larsson, E Lindström, S Milovanović, ...
International Journal of Computer Mathematics 92 (12), 2361-2379, 2015
832015
Radial basis function generated finite differences for option pricing problems
S Milovanović, L von Sydow
Computers & Mathematics with Applications 75 (4), 1462-1481, 2018
422018
A high order method for pricing of financial derivatives using Radial Basis Function generated Finite Differences
S Milovanović, L von Sydow
Mathematics and Computers in Simulation, 2020
222020
Benchop–SLV: The benchmarking project in option pricing–stochastic and local volatility problems
L von Sydow, S Milovanović, E Larsson, K In't Hout, M Wiktorsson, ...
International Journal of Computer Mathematics 96 (10), 1910-1923, 2019
102019
Pricing derivatives under multiple stochastic factors by localized radial basis function methods
S Milovanović, V Shcherbakov
arXiv preprint arXiv:1711.09852, 2017
72017
Pricing financial derivatives using radial basis function generated finite differences with polyharmonic splines on smoothly varying node layouts
S Milovanović
arXiv preprint arXiv:1808.02365, 2018
42018
Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives
S Milovanović
Acta Universitatis Upsaliensis, 2018
12018
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