Srdjan D. Stojanovic

Available identifiers

zbMath Open stojanovic.srdan-dMaRDI QIDQ449280

List of research outcomes

Publication	Date of Publication	Type
Pricing portfolios of contracts on cumulative temperature with risk premium determination	2019-03-12	Paper
Non-covalent interactions across subunit interfaces in Sm proteins	2018-09-06	Paper
Interest rates risk-premium and shape of the yield curve	2016-09-30	Paper
Any-utility neutral and indifference pricing and hedging	2014-08-22	Paper
Equity valuation under stock dilution and buy-back	2012-09-12	Paper
Neutral and Indifference Portfolio Pricing, Hedging and Investing	2011-03-18	Paper
Interest rate risk premium and equity valuation	2010-11-03	Paper
Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itō SDE systems	2007-11-27	Paper
Risk premium and fair option prices under stochastic volatility: the HARA solution.	2005-04-28	Paper
Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Ampère PDE	2005-02-28	Paper
https://portal.mardi4nfdi.de/entity/Q4821168	2004-10-11	Paper
https://portal.mardi4nfdi.de/entity/Q4787285	2003-01-06	Paper
Insights on the Effect of Land Use Choice: The Perpetual Option on the Best of Two Underlying Assets	1999-02-22	Paper
https://portal.mardi4nfdi.de/entity/Q2712234	1999-01-01	Paper
Perturbation Formula for Regular Free Boundaries in Elliptic and Parabolic Obstacle Problems	1998-02-09	Paper
Modeling and minimization of extinction in Volterra-Lotka type equations with free boundaries	1997-12-08	Paper
https://portal.mardi4nfdi.de/entity/Q4882083	1996-11-17	Paper
https://portal.mardi4nfdi.de/entity/Q4877102	1996-05-06	Paper
Free Boundary Problems for Potential and Stokes Flows via Nonsmooth Analysis	1995-07-03	Paper
A variational approach to a free boundary problem arising in electrophotography	1995-04-10	Paper
Periodic optimal control for parabolic Volterra‐Lotka type equations	1995-01-31	Paper
Periodic optimal control for competing parabolic Volterra-Lotka-type systems	1995-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q4314423	1994-12-18	Paper
https://portal.mardi4nfdi.de/entity/Q4313481	1994-12-07	Paper
Optimal control for elliptic Volterra-Lotka type equations	1993-08-18	Paper
Controlling the moving boundary of the parabolic obstacle problem	1993-08-15	Paper
https://portal.mardi4nfdi.de/entity/Q4036814	1993-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q3974996	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3974998	1992-06-26	Paper
Optimal Damping Control and Nonlinear Elliptic Systems	1992-06-25	Paper
Direct methods for some distributed games	1990-01-01	Paper
Monotone iterations for nonlinear obstacle problem	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3488050	1990-01-01	Paper
Optimal switching for partial differential equations. I	1989-01-01	Paper
Optimal switching for partial differential equations. II	1989-01-01	Paper
Optimal damping control and nonlinear parabolic systemes	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3768293	1988-01-01	Paper
Injection of Ideal Fluid from a Slot into a Stream: Two Free Boundaries	1988-01-01	Paper
Injection of ideal fluid from two slots into a stream	1988-01-01	Paper
Optimal switching for systems governed by nonlinear evolution equations	1987-01-01	Paper
A free boundary problem associated with icing in a channel	1987-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Srdjan D. Stojanovic