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Issue DateTitleAuthor(s)
5-Jun-2011Continuously monitored barrier options under Markov processesMijatovic, A; Pistorius, M; Madan, DB
1-Nov-2012On the drawdown of completely asymmetric Levy processesMijatovic, A; Pistorius, MR
30-Jul-2014Large deviations for the extended Heston model: the large-time caseJacquier, A; Mijatovic, A
23-May-2016Joint asymptotic distribution of certain path functionals of the reflected processMijatovic, A; Pistorius, MR