Slobodan started as a doctoral student at Division of Scientific Computing at Uppsala University in the fall of 2013 with Lina von Sydow as his main advisor and Elisabeth Larsson as his co-advisor. His research is focused on developing localized radial basis functions methods for solving high-dimensional PDEs in finance. He is also interested in methods for calibration and parameter estimation in financial models.
More information about his and related research can be found at the computational finance project homepage.
- Radial Basis Function generated Finite Differences Methods (RBF-FD).
- BENCHOP - The BENCHmarking project in Option Pricing. Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, Erik Lindström, Slobodan Milovanovic, Jonas Persson, Victor Shcherbakov, Yuri Shpolyanskiy, Samuel Sirén, Jari Toivanen, Johan Waldén, Magnus Wiktorsson, Jeremy Levesley, Juxi Li, Cornelis W. Oosterlee, Maria J. Ruijter, Alexander Toropov, and Yangzhang Zhao; International Journal of Computer Mathematics, volume 92, pp. 2361-2379, 2015.