## Ivan MaticBaruch College, CUNY, One Bernard Baruch Way, 6th Floor, Room 6-230, New York, NY 10010 Ivan"dot"Matic"at"baruch"dot"cuny"dot"edu http://www.imomath.com/maticivan ## Positions
## Education
## Research InterestsProbability, statistical mechanics, mathematical finance, partial differential equations, dynamical systems ## Papers-
(with R. Radoicic and D. Stefanica)
*A PDE method for estimation of implied volatility*, Quantitative Finance (2019), DOI: https://doi.org/10.1080/14697688.2019.1675898, 1-16 - (with R. Radoicic and D. Stefanica)
*A sharp Polya-based approximation to the normal cumulative distribution function*, Applied Mathematics and Computation, 322 (2018), 111-122 -
*A parallel algorithm for the constrained shortest path problem on lattice graphs*, in: Adamatzky, A (Ed.) Shortest path solvers. From software to wetware. Springer, 2018. - (with R. Radoicic and D. Stefanica)
*Polya-based approximation for the ATM-forward implied volatility*, International Journal of Financial Engineering, Vol. 4 (2017) nos. 2 and 3, 1-15 - (with J. Gatheral, R. Radoicic, and D. Stefanica)
*Tighter bounds for implied volatility*, International Journal of Theoretical and Applied Finance, vol. 20 (2017) no. 05, 1-14. - (with D. Sivakoff)
*Excited deterministic walk in a random environment*, Electronic Journal of Probability, vol. 20 (2015) no. 44, 1-19. -
*Inequalities with determinants of perturbed positive matrices*, Linear Algebra and its Applications 449 (2014), 166–174 - (with J. Nolen)
*A sublinear variance bound for solutions of a random Hamilton-Jacobi equation,*Journal of Statistical Physics, 149 (2012), 342-361 -
*Large deviations for deterministic processes with jumps,*Electronic Journal of probability, vol. 16 no. 87 (11-23-2011), pp. 2406-2438.
## Books- (with D. Djukic, V. Jankovic, and N. Petrovic)
*The IMO Compendium*(second edition), Springer 2011 - (with V. Baltic, D. Djukic, and Dj. Krtinic)
*Practice Problems for High School Math Competitions in Serbia*(in Serbian), Serbian Mathematical Society, 2008 - (with Z. Kadelburg, D. Djukic, and M. Lukic)
*Inequalities*(in Serbian), Serbian Mathematical Society, 2003.
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Ivan Matic | Research | Teaching | CV | IMOmath | Department of Mathematics | Baruch College | CUNY |