Slobodan Milovanović 个人学术档案

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Elisabeth LarssonProfessor of Scientific Computing, Uppsala University在 it.uu.se 的电子邮件经过验证
Magnus WiktorssonLund University在 matstat.lu.se 的电子邮件经过验证
Cornelis W. OosterleeUtrecht University, Mathematical Institute在 uu.nl 的电子邮件经过验证
Jeremy LevesleyProfessor of Applied Mathematics, University of Leicester在 le.ac.uk 的电子邮件经过验证
Jari ToivanenUniversity of Jyväskylä在 jyu.fi 的电子邮件经过验证
Lars Josef HöökUppsala Universitet, KTH, Royal Institute of Technology在 kth.se 的电子邮件经过验证
Alvaro Leitao RodriguezCITIC, University of A Coruña在 udc.es 的电子邮件经过验证
Karel in 't HoutUniversity of Antwerp在 uantwerpen.be 的电子邮件经过验证
Victor ShcherbakovQuantitative Analyst, SEB

Slobodan Milovanović

Boston Consulting Group

在 bcg.com 的电子邮件经过验证 - 首页


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
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	78	2015
Radial basis function generated finite differences for option pricing problems S Milovanović, L von Sydow Computers & Mathematics with Applications 75 (4), 1462-1481, 2018	39	2018
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	19	2020
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	9	2019
Pricing derivatives under multiple stochastic factors by localized radial basis function methods S Milovanović, V Shcherbakov arXiv preprint arXiv:1711.09852, 2017	6	2017
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	4	2018
Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives S Milovanović Acta Universitatis Upsaliensis, 2018		2018

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