| On the martingale property of certain local martingales A Mijatović, M Urusov Probability Theory and Related Fields 152 (1), 1-30, 2012 | 142 | 2012 |
| Continuously monitored barrier options under Markov processes A Mijatović, M Pistorius Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013 | 125 | 2013 |
| On the drawdown of completely asymmetric Lévy processes A Mijatović, MR Pistorius Stochastic Processes and their Applications 122 (11), 3812-3836, 2012 | 86 | 2012 |
| Asymptotic formulae for implied volatility in the Heston model M Forde, A Jacquier, A Mijatović Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2010 | 78 | 2010 |
| Nonasymptotic bounds for sampling algorithms without log-concavity MB Majka, A Mijatović, Ł Szpruch | 73 | 2020 |
| A new look at short‐term implied volatility in asset price models with jumps A Mijatović, P Tankov Mathematical Finance 26 (1), 149-183, 2016 | 63 | 2016 |
| On the limit distributions of continuous-state branching processes with immigration M Keller-Ressel, A Mijatović Stochastic Processes and their Applications 122 (6), 2329-2345, 2012 | 49 | 2012 |
| Convergence of integral functionals of one-dimensional diffusions A Mijatovic, M Urusov | 48 | 2012 |
| Approximating Lévy processes with a view to option pricing J Crosby, N Le Saux, A Mijatović International Journal of Theoretical and Applied Finance 13 (01), 63-91, 2010 | 46 | 2010 |
| Simplifying triangulations of S3 A Mijatović Pacific journal of mathematics 208 (2), 291-324, 2003 | 39 | 2003 |
| Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models A Jacquier, M Keller-Ressel, A Mijatović Stochastics An International Journal of Probability and Stochastic Processes …, 2013 | 38 | 2013 |
| On the Poisson equation for Metropolis–Hastings chains A Mijatović, J Vogrinc | 29 | 2018 |
| Local time and the pricing of time-dependent barrier options A Mijatović Finance and Stochastics 14, 13-48, 2010 | 26 | 2010 |
| Spectral methods for volatility derivatives C Albanese, H Lo, A Mijatović Quantitative Finance 9 (6), 663-692, 2009 | 25 | 2009 |
| Geometrically convergent simulation of the extrema of Lévy processes JI González Cázares, A Mijatović, G Uribe Bravo Mathematics of Operations Research 47 (2), 1141-1168, 2022 | 21 | 2022 |
| On the policy improvement algorithm in continuous time SD Jacka, A Mijatović Stochastics 89 (1), 348-359, 2017 | 21 | 2017 |
| Exotic derivatives under stochastic volatility models with jumps A Mijatović, M Pistorius Advanced mathematical methods for finance, 455-508, 2011 | 21 | 2011 |
| Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models A Mijatović, M Urusov Finance and Stochastics 16, 225-247, 2012 | 19 | 2012 |
| Triangulations of Seifert fibred manifolds A Mijatović Mathematische Annalen 330, 235-273, 2004 | 18 | 2004 |
| A note on the exact simulation of spherical Brownian motion A Mijatović, V Mramor, GU Bravo Statistics & Probability Letters 165, 108836, 2020 | 17 | 2020 |
