Research
Description
I am interested in probability, mathematical finance, statistical mechanics, partial differential equations, combinatorics, and dynamical systems.
Articles
 I. Matic, R. Radoicic, D. Stefanica, Polyabased approximation for the ATMforward implied volatility, International Journal of Financial Engineering, Vol. 4, Nos. 2 and 3, 1750032 (2017) [PDF]
 J. Gatheral, I. Matic, R. Radoicic, D. Stefanica, Tighter bounds for implied volatility, International Journal of Theoretical and Applied Finance, Vol. 20, No. 05, 1750035 (2017) [PDF]
 I. Matic, R. Radoicic, D. Stefanica, A sharp Polyabased approximation to the normal cumulative distribution function, Applied Mathematics and Computation, 322 (2018), 111122 [PDF]
 I. Matic, 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. [PDF]
 I. Matic, D. Sivakoff, Excited deterministic walk in a random environment, Electronic Journal of Probability, vol. 20 (2015) no. 44, 119, Institute of Mathematical Statistics, ISSN 10836489 [PDF]
 I. Matic, Inequalities with determinants of perturbed positive matrices, Linear Algebra and its Applications 449 (2014), 166–174 [PDF]
 I. Matic, J. Nolen, A sublinear variance bound for solutions of a random HamiltonJacobi equation, Journal of Statistical Physics,
149 (2012), 342361
[PDF]
 I. Matic, Large deviations for processes in random environments with jumps, Electronic Journal of Probability, vol. 16 no. 87 (11232011), pp. 24062438, Institute of Mathematical Statistics, ISSN 10836489 [PDF]
 I. Matic, Homogenizations and large deviations (PhD Thesis), UC Berkeley, 2010 [PDF]
Software
Books
 D. Djukic, V. Jankovic, I. Matic, N. Petrovic, The IMO Compendium 19592009 (second edition), Springer 2011
 V. Baltic, D. Djukic, Dj. Krtinic, I. Matic, Practice Problems for High School Math Competitions in Serbia (in Serbian), Serbian Mathematical Society, 2008
 Z. Kadelburg, D. Djukic, M. Lukic, I. Matic, Inequalities (in Serbian), Serbian Mathematical Society, 2003
