Software

• I. Matic, R. Radoicic, D. Stefanica, Computer-assisted proof of the lower bound for the fourth-order derivative in first-passage percolation with respect to the environment, open source, available at https://github.com/maticivan/derivatives-fpp
• I. Matic, R. Radoicic, D. Stefanica, A PDE method for estimation of implied volatility, open source, available at github.com/maticivan/PDE-method-for-implied-volatility
• I. Matic, R. Radoicic, D. Stefanica, Polya-based approximation for the ATM-forward implied volatility, open source, available at github.com/maticivan/atm-forward-implied-volatility-approximation
• I. Matic, Parallel algorithm for constrained shortest path problem in C++/OpenCL, open source, available at github.com/maticivan/parallel_constrained_shortest_path