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Former and current doctoral students of Aleksandar Mijatović

Current Ph.D. students

  • Jure Vogrinc: Asymptotic variance of ergodic Markov chains on general state spaces (Imperial College London, started Oct 2013)
  • Nika Novak: Diffusions and martingale properties of stochastic exponentials (Imperial College London, started Oct 2008, on leave since Oct 2010)
  • Graduated Ph.D. students

  • Harry Lo (RBS): Markov chains and the pricing of derivatives [Imperial College London 2009]
  • Theodoros Tsagaris (GSA Capital): Statistical arbitrage and algorithmic trading (jointly supervised with Niall Adams and Giovanni Montana) [Imperial College London 2010]
  • Antoine Jacquier (Department of Mathematics, Imperial College London): Asymptotic properties of the volatility surface [Imperial College London 2010]
  • Matija Vidmar (Faculty of Mathematics and Physics, University of Ljubljana, Slovenia): Approximations of Levy and other processes with jumps (jointly with Saul Jacka) [University of Warwick 2014]
  • Dejan Siraj (Actuarial department, Triglav Group, Ljubljana, Slovenia): Coupling and the policy improvement algorithm for controlled diffusion processes (jointly with Saul Jacka) [University of Warwick 2015]