| Forward-start options in stochastic volatility models V Lucic The best of Wilmott 1, 413-420, 2004 | 60 | 2004 |
| On uniqueness of solutions for the stochastic differential equations of nonlinear filtering VM Lucic, AJ Heunis Annals of Applied Probability, 182-209, 2001 | 21 | 2001 |
| Support tensor machine for financial forecasting GG Calvi, V Lucic, DP Mandic ICASSP 2019-2019 IEEE International Conference on Acoustics, Speech and …, 2019 | 18 | 2019 |
| Boundary conditions for computing densities in hybrid models via PDE methods V Lucic Stochastics An International Journal of Probability and Stochastic Processes …, 2012 | 13 | 2012 |
| Boundary conditions for computing densities in hybrid models via pde methods V Lucic Available at SSRN 1191962, 2008 | 12 | 2008 |
| Doubly coprime factorization revisited VM Lucic IEEE Transactions on Automatic Control 46 (3), 457-459, 2001 | 12 | 2001 |
| On singularities in the Heston model V Lucic Available at SSRN 1031222, 2007 | 10 | 2007 |
| Convergence of nonlinear filters for randomly perturbed dynamical systems VM Lucic, AJ Heunis Applied Mathematics and Optimization 48, 93-128, 2003 | 10 | 2003 |
| Btc inverse call and the standard FX framework V Lucic Available at SSRN 4113726, 2021 | 7 | 2021 |
| Backdoor attack and defense for deep regression X Li, G Kesidis, DJ Miller, V Lucic arXiv preprint arXiv:2109.02381, 2021 | 6 | 2021 |
| Correlation skew via product copula V Lucic Financial Engineering Workshop, Cass Business School, 2012 | 6 | 2012 |
| On the innovations conjecture of nonlinear filtering with dependent data A Heunis, V Lucic | 3 | 2008 |
| Low order nonlinear controllers for the rejection of persistent bounded disturbances VM Lucic, DE Miller Proceedings of 1995 34th IEEE Conference on Decision and Control 2, 1358-1363, 1995 | 3 | 1995 |
| Robust and Active Learning for Deep Neural Network Regression X Li, G Kesidis, DJ Miller, M Bergeron, R Ferguson, V Lucic arXiv preprint arXiv:2107.13124, 2021 | 2 | 2021 |
| Normalizing volatility transforms and general parameterization of volatility smile V Lucic Available at SSRN, 2021 | 2 | 2021 |
| Volatility Notes V Lucic Available at SSRN 3211920, 2019 | 2 | 2019 |
| Non-Parametric Local Volatility Swaption Formula Revisited V Lucic Available at SSRN 2808470, 2016 | 2 | 2016 |
| On Singularities in the Heston Model V Lucic Large Deviations and Asymptotic Methods in Finance, 439-448, 2015 | 2 | 2015 |
| On nonlinear controllers for persistent disturbance rejection DE Miller, VM Lucic Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251) 4 …, 1999 | 1 | 1999 |
| Optimal option market making and volatility arbitrage V Lucic, ASL Tse Available at SSRN, 2024 | | 2024 |
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