| Geometrically Convergent Simulation of the Extrema of Lévy Processes J González Cázares, A Mijatović, GU Bravo Mathematics of Operations Research 47 (2), 1141-1168, 2022 | 29* | 2022 |
| Convex minorants and the fluctuation theory of Lévy processes JI González Cázares, A Mijatović ALEA, Lat. Am. J. Probab. Math. Stat. 19 (39), 983–999, 2022 | 14* | 2022 |
| Exact simulation of the extrema of stable processes JI González Cázares, A Mijatović, GU Bravo Advances in Applied Probability 51 (4), 967-993, 2019 | 14 | 2019 |
| Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation J González Cázares, A Mijatović Finance and Stochastics 26 (4), 671-732, 2022 | 8 | 2022 |
| -strong simulation of the convex minorants of stable processes and meanders JI González Cázares, A Mijatović, GU Bravo Electronic Journal of Probability 25 (96), 33, 2020 | 8 | 2020 |
| Asymptotic shape of the concave majorant of a Lévy process D Bang, JI González Cázares, A Mijatović arXiv preprint arXiv:2106.09066, 2021 | 6 | 2021 |
| When is the convex hull of a Lévy path smooth? D Bang, J González Cázares, A Mijatović arXiv e-prints, arXiv: 2205.14416, 2022 | 5 | 2022 |
| Implementable coupling of Lévy process and Brownian motion V Fomichov, JI González Cázares, J Ivanovs arXiv e-prints, arXiv:2103.11475, 2021 | 4 | 2021 |
| Fast exact simulation of the first passage of a tempered stable subordinator across a non-increasing function JIG Cázares, F Lin, A Mijatović arXiv preprint arXiv:2303.11964, 2023 | 3 | 2023 |
| A Gaussian approximation theorem for Lévy processes D Bang, J González Cázares, A Mijatović Statistics & Probability Letters 178, 109187, 2021 | 3 | 2021 |
| Recovering Brownian and jump parts from high-frequency observations of a Lévy process J González Cázares, J Ivanovs arXiv e-prints, arXiv:2003.05363, 2020 | 3 | 2020 |
| A Monte Carlo algorithm for the extrema of tempered stable processes JIG Cázares, A Mijatović Advances in Applied Probability 55 (4), 1362-1389, 2023 | 2 | 2023 |
| Hölder continuity of the convex minorant of a Lévy process D Bang, J González Cázares, A Mijatović arXiv preprint arXiv:2207.12433, 2022 | 2* | 2022 |
| How smooth can the convex hull of a Lévy path be? D Bang, J González Cázares, A Mijatović arXiv preprint arXiv:2206.09928, 2022 | 2 | 2022 |
| Joint density of a stable process and its supremum: regularity and upper bounds J González Cázares, A Kohatsu-Higa, A Mijatović arXiv preprint arXiv:2008.01894, 2020 | 2 | 2020 |
| Fast exact simulation of the first passage of a tempered stable subordinator across a non-increasing function JI González Cázares, F Lin, A Mijatović Stochastic Systems, 2024 | 1 | 2024 |
| Fast exact simulation of the first-passage event of a subordinator JIG Cázares, F Lin, A Mijatović arXiv preprint arXiv:2306.06927, 2023 | 1 | 2023 |
| Asymptotically optimal Wasserstein couplings for the small-time stable domain of attraction JG Cázares, D Kramer-Bang, A Mijatović arXiv preprint arXiv:2411.03609, 2024 | | 2024 |
| When is the convex hull of a Lévy path smooth? J González Cázares, D Kramer-Bang, A Mijatović Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 60 (4 …, 2024 | | 2024 |
| Asymptotically optimal Wasserstein couplings for the small-time stable domain of attraction J González Cázares, D Kramer-Bang, A Mijatović arXiv e-prints, arXiv: 2411.03609, 2024 | | 2024 |
Professor Aleksandar MijatovicDepartment of Statistics, The University of WarwickVerified email at warwick.ac.uk