Zakład Matematyki Finansowej - lista publikacji
Nadjednostka:
1-138 z 138.
2020
138.
2019
137.
On Sensitivity of Inference in Bayesian MSF-MGARCH Models, CENTRAL EUROPEAN JOURNAL OF ECONOMIC MODELLING AND ECONOMETRICS vol. vol. 11, issue 3 (2019), 173–197
136.
135.
Backtesting expected shortfall: a simple recipe?, J RISK vol. 22, Issue 1 (2019), 17-42
134.
133.
2018
132.
A hybrid MSV-MGARCH generalisation of the t-MGARCH model, SOCIO-ECONOMIC MODELLING AND FORECASTING vol. No 1 (2018), 345-354
131.
130.
The least squares method for option pricing revisited, APPLICATIONES MATHEMATICAE vol. 45, Issue 1 (2018), 5-29
129.
Unbiased estimation of risk, J BANK FINANC vol. 91 (2018), 133-145
128.
127.
126.
2017
125.
Discrete-time market models from the small investor point of view and the first fundamental-type theorem, ANNALES UNIVERSITATIS PAEDAGOGICAE CRACOVIENSIS STUDIA MATHEMATICA XVI vol. 16 (2017), 17-40
124.
A note on the UEK Method, BAROMETR REGIONALNY. ANALIZY I PROGNOZY vol. 15(3) (2017), 7-10
123.
122.
A note on conditional covariance matrices for elliptical distributions, STAT PROBABIL LETT vol. 129C (2017), 230-235
121.
120.
A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective, PROBABILITY, UNCERTAINTY AND QUANTITATIVE RISK vol. 2 (2017), 52
119.
Steady flow of generalized Newtonian fluid with multivalued rheology and nonmonotone friction law, COMPUT MATH APPL vol. 74, issue 8 (2017), 1813-1825
118.
ICA based on asymmetry, PATTERN RECOGN vol. 67 (2017), 230-244
117.
Estimating the Marginal Likelihood Using the Arithmetic Mean Identity, BAYESIAN ANAL vol. 12(1) (2017), 261-287
116.
2016
115.
Discrete-time stochastic volatility process in option pricing: a generalisation of the Amin-Ng and the Black-Scholes models, INTERNATIONAL JOURNAL OF FINANCIAL MARKETS AND DERIVATIVES vol. Vol. 5, No. 2/3/4 (2016), 189-211
114.
Formalne porównanie modeli Copula-AR(1)-t-GARCH(1,1) dla subindeksów indeksu WIG, PRZEGLĄD STATYSTYCZNY vol. 63(2) (2016), 123-148
113.
Long run risk sensitive portfolio with general factors, MATH METHOD OPER RES vol. 83, Issue 2 (2016), 265-293
112.
The 20-60-20 Rule, DISCRETE CONT DYN-B vol. 21, Issue 4 (2016), 1149-1166
111.
On some smoothening effects of the transition semigroup of a Levy process, J MATH ANAL APPL vol. 434 (2016), 1566-1580
110.
Gauss-Markov processes on Hilbert spaces, T AM MATH SOC vol. 368 (2016), 89-108
2015
109.
Arbitrage in markets with bid-ask spreads, ANNALS OF FINANCE vol. 11 (2015), 453-475
108.
Stochastic partial differential equations with Levy noise (a few aspects) vol. Progress in Probability Vol. 68 (2015), "Stochastic Analysis: A Series of Lectures ( Robert C. Dalang, Marco Dozzi and Francesco Russo, eds.) ", Birkhäuser
107.
Dynamic Limit Growth Indices in Discrete Time, STOCH MODELS vol. 31, Issue 3 (2015), 494-523
106.
Peak point for domains in C^n, ANN POL MATH vol. 114 (2015), 1-12
105.
104.
103.
Inverse problems for stochastic transport equations, INVERSE PROBL vol. 31 (2015), 22 pp.
102.
Robust Consumption-Investment Problem on Infinite Horizon, APPL MATH OPT vol. 72 (2015), 469-491
2014
101.
Time regularity for stochastic Volterra equations by the dilation theorem, J MATH ANAL APPL vol. 409 (2014), 676-683
100.
On spatial contagion and multivariate GARCH models, APPL STOCH MODEL BUS vol. 30, Issue 3 (2014), 303-327
99.
2013
98.
Problem optymalizacji oczekiwanej użyteczności wypłat dywidend w modelu Cramera-Lundberga, ROCZNIKI KOLEGIUM ANALIZ EKONOMICZNYCH vol. Zeszyt 31/2013. Zagadnienia aktuarialne - teoria i praktyka (2013), 27-43
97.
96.
95.
Separability of wild automorphisms of a polynomial ring, TRANSFORM GROUPS vol. 18 (2013), 81–96
94.
Coupling of Wiener processes by using copulas, STAT PROBABIL LETT vol. 83(9) (2013), 2027-2033
93.
92.
Balanced domains and convexity, ARCH MATH vol. 101 (2013), 373-379
91.
The Lempert Theorem and the Tetrablock, J GEOM ANAL vol. 23(4) (2013), 1818–1831
90.
Analiza zróżnicowaniarozwoju ekonomicznegowojewództw i powiatówoparta na łańcuchach Markowa, (2013), "Statystyczna analiza przestrzennego zróżnicowania rozwoju ekonomicznego i społecznego Polski", Wydawnictwo Uniwersytetu Jagiellońskiego
89.
Prognozy na rynku surowcowym. Analiza metod prognozowania cen towarów na przykładzie aluminium., KAPITAŁOWY vol. kwiecień 2013 (2013), 36-38
2012
88.
Existence result for differential inclusion with p(x)-Laplacian, SCHEDAE INFORMATICAE vol. 21 (2012), 41-55
87.
Existence result for hemivariational inequality involving p(x)-Laplacian, OPUSCULA MATHEMATICA vol. 32 (2012), 439-454
86.
85.
84.
Polynomial hulls and proper analytic disks, ARK MAT (2012), 59-67
2011
83.
Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator, J FUNCT ANAL vol. 260 (2011), 3457-3475
82.
There is no tame automorphism of C^3 with multidegree (3,4,5), P AM MATH SOC vol. 139, no. 3 (2011), 769-775
81.
80.
79.
On the product property for the transfinite diameter, ANN POL MATH vol. 101 (2011), 209-214
78.
Taksonomiczne wskaźniki rozwoju ekonomicznego powiatów, (2011), "Capability to social progress in Poland`s regions/Zdolności rozwojowe społeczności w regionach Polski", Wydawnictwa Uniwersytetu Warszawskiego
77.
76.
75.
74.
Równowaga w modelu Nonnemana-Vanhoudta z funkcją produkcji CES, GOSPODARKA NARODOWA vol. 11-12 (2011), 47-59
2010
73.
Hyperbolic equations with random boundary conditions vol. Interdiscip. Math. Sci., 8 (2010), "Recent development in stochastic dynamics and stochastic analysis", World Scientific Publishing
72.
On ergodicity of some Markov processes, ANN PROBAB vol. 38 (2010), 1401-1443
71.
Time irregularity of generalized Ornstein-Uhlenbeck processes, CR MATH vol. 348 (2010), 273-276
70.
69.
Stochastic heat and wave equations on a Lie group, STOCH ANAL APPL vol. 28 (2010), 662-695
68.
67.
66.
65.
64.
63.
Anna Sulima, Tomasz Tokarski, T.Misiak, A. Sulima.T.Tokarski
Czy w polskich powiatach występuje efekt konwergencji realnej?, (2010), "W. Kwiatkowska, E. Kwiatkowski Wzrost gospodarczy i polityka makroekonomiczna", Wydawnictwo Uniwersytetu Łódzkiego
2009
62.
Schwarz lemma for the tetrablock, B LOND MATH SOC vol. 41(3) (2009), 506-514
61.
Almost Properness of Extremal Mappings, BULLETIN OF THE POLISH ACADEMY OF SCIENCES. MATHEMATICS vol. 57 (2) (2009), 129-133
60.
2008
59.
Marek Karaś, KaraśM.
A note on triangular automorphisms, UNIV. IAGEL. ACTA MATH. 46 (2008) 71-74.
58.
Marek Karaś, KaraśM.,ZielińskiA.P.
Boundary-value recovery by the Trefftz approach in structural inverse problem, COMM. NUMER. METHODS ENGRG. 24 (2008) 605-625.
57.
Marek Karaś, KaraśM.
A note on geometric degree of finite extensions of mappings from a smooth variety, BULL. POLISH ACAD. SCI. MATH. 56 no. 2 (2008), 105 - 108
56.
Geometric degree of finite extensions of mappings from a smooth variety, J. PURE APPL. ALGEBRA 212 (2008), 1145-1148
55.
Anna Sulima, P.Dykas,T.Tokarski
Złote reguły akumulacji w N- kapitałowym modelu wzrostu gospodarczego, GOSPODARKA NARODOWA vol. 11-12 (2008), 47-75
2007
54.
An elementary proof of the Dalang-Morton-Willinger theorem, APPLICATIONES MATHEMATICAE vol. 34 (4) (2007), 383-388
53.
Extension of polynomial mapping with a given Lojasiewicz exponent, UNIV. IAGEL. ACTA MATH. 47 (2007), 77-79
2006
52.
Bounded holomorphic functions with multiple sheeted pluripolar hulls, STUD MATH vol. 175(3) (2006), 233-247
2005
51.
The Pluripolar Hull and the Fine Topology, BULLETIN OF THE POLISH ACADEMY OF SCIENCES. MATHEMATICS vol. 53 (3) (2005), 285-290
50.
Geometry of the symmetrized polydisc, ARCH MATH vol. 84 (2005), 364-374
49.
Graphs of multifunctions, MATH Z vol. 250 (2005), 145-147
48.
Leszek Pieniążek, B.Wójtowicz
A discrete dynamical system as a model of a neural network with generalized Hebbian synapses, J. MATH. ANAL. APPL. 308 (2005), 79-91
2004
47.
Determination of the pluripolar hull of graphs of certain holomorphic functions, ANN I FOURIER vol. 54 (6) (2004), 2085-2104
46.
A note on Costara's paper, ANN POL MATH vol. 83 (2004), 189-191
45.
Proper holomorphic self-mappings of the symmetrized bidisc, ANN POL MATH vol. 84 (2) (2004), 181-184
44.
Locally Nilpotent Monomial Derivations, BULL. POLISH ACAD. SCI. MATH. VOL. 52, no. 2, (2004) ,119--120
2003
43.
A note on Larusson-Sigurdsson's paper, MATH SCAND vol. 92 (2003), 309-319
42.
A note on Rosay's paper, ANN POL MATH vol. 80 (2003), 125-132
41.
Graphs that are not complete pluripolar, P AM MATH SOC vol. 131 (2003), 2459-2465
40.
The pluripolar hull of the graph of a holomorphic function with polar singularities, INDIANA U MATH J vol. 52 (6) (2003), 1663-1680
39.
Marek Karaś, B.Szybiński,A.P.Zielinski
Folded-plate structures with openings – analysis and optimization,, COMP. ASS. MECH. ENGNG SC., 8 (2003), 479-493
38.
Isolating chains and chaotic dynamics in planar nonautonomous ODE's, NONLINEAR ANAL. 54 (2003), 187--204
37.
On Detecting of Chaotic Dynamics via Isolating Chains, TOPOL. METHODS NONLINEAR ANAL. 22 (1) (2003), 115--138
36.
Complicated dynamics in nonautonomous ODE's, UNIV. IAGEL. ACTA MATH. 41 (2003), 163--179
2002
35.
Pluripolar hulls and holomorphic coverings, ISR J MATH vol. 130 (2002), 77-92
34.
Analytic discs method in complex analysis, DISSERTATIONES MATH. (ROZPRAWY MAT.) 402 (2002), 56 pp.
33.
Marek Karaś, B.Szybiński,A.P.Zielinski
D plate structures: optimization using special T-elements,, Proc. of the V Word Congress on Computational Mechanics, Vienna, Austria (2002).
32.
Marek Karaś, KaraśM.,ZielińskiA.P.
Hybrid Trefftz least square element for plane elasticity, STROJ. CAS. (J. MECH. ENGNG.) 53 no.1 (2002), 24-35.
31.
Finite extensions of mappings of finite sets, BULL. POLISH ACAD. SCI. MATH. 50 (2002), no. 2, 237--239
30.
The set of points at which a morphism of affine schemes is not finite, COLLOQ. MATH. 92 (2002), no. 1, 59--66
2001
29.
28.
Marek Karaś, ZielińskiA.P.,SaneckiH.,KaraśM.
Effectiveness of the Trefftz method in different engineering optimization procedures, COMP. ASS. MECH. ENGNG SC., 8 (2001), 479-493
27.
Geometric degree of generically finite extensions, EFFECTIVE METHODS IN ALGEBRAIC AND ANALYTIC GEOMETRY, 2000 (Kraków). Univ. Iagel. Acta Math. No. 39 (2001), 147--151
2000
26.
Local homeomorphisms in R2, UNIV. IAGEL. ACTA MATH. no. 38 (2000), 195--197
25.
Finite extensions of mappings from a smooth variety, ANN. POLON. MATH. 75 (2000), no. 1, 79--86
24.
Marek Karaś, KaraśM.,ZielińskiA.P.
Parametric structural shape optimization using global Trefftz approach, J. THEORET. APPL. MECH. 38 no.2 (2000), 285-296
23.
Marek Karaś, KaraśM.
Elementary proof of finitely generateness of a subring of k[t], PROC. XXI CONFERENCE OF COMPLEX ALGEBRAIC AND ANALYTIC GEOMETRY, ŁÓDŻ, POLAND (2000), 13-16.
22.
Birational finite extensions, J. PURE APPL. ALGEBRA 148 (2000), no. 3, 251--253
1999
21.
Remarks on the pluricomplex Green function, UNIV. IAGEL. ACTA MATH. vol. 37 (1999), 159-164
20.
Proper holomorphic mappings in some class of unbounded domains, KODAI MATH. J. 22 (1999), no. 3, 305--312
19.
Geometric degree of finite extensions of projections, EFFECTIVE METHODS IN ALGEBRAIC AND ANALYTIC GEOMETRY (BIELSKO-BIA3A, 1997). Univ. Iagel. Acta Math. No. 37 (1999), 109--119
18.
Marek Karaś, SaneckiH.,ZielińskiA.P.,KaraśM.
Engineering optimization with different object functions - Trefftz approach, PROC. XIV PCCMM '99, RZESZÓW, POLAND (1999), 315-316.
1998
17.
On a symmetric pluricomplex Green function, NEW ZEALAND J. MATH. 27 (1998), no. 1, 35--40
16.
Invariance of the pluricomplex Green function under proper mappings with applications, COMPLEX VARIABLES THEORY APPL. 35 (1998), no. 4, 367--380
15.
Marek Karaś, KaraśM.,ZielińskiA.P.
Shape optimization of helical spring cross-section by Trefftz approach, PROC. VII INT. CONF. “NUMERICAL METHODS IN CONTINUUM MECH.”, STARA LEŚNA, SLOVAK REPUBLIC (1998), 29-34.
14.
Marek Karaś, KaraśM.,ZielińskiA.P.
Application of Trefftz complete functional system to stress analysis in helical spring with an arbitrary wire cross-section, STROJ. CAS. (J. MECH. ENGNG.) 49 no. 6 (1998), 426-437
13.
The Conley index and retarded functional-differential equations, PROCEEDINGS OF THE CONFERENCE "TOPOLOGICAL METHODS IN DIFFERENTIAL EQUATIONS AND DYNAMICAL SYSTEMS" (KRAKÓW-PRZEGORZAŁY, 1996). Univ. Iagel. Acta Math. No. 36 (1998), 143--148
1997
12.
Armen Edigarian, E.A.Poletsky
Product property of the relative extremal function, BULL. POLISH ACAD. SCI. MATH. 45 (1997), no. 4, 331--335
11.
Extremal mappings in convex domains, UNIV. IAGEL. ACTA MATH. no. 35 (1997), 151--156
10.
On definitions of the pluricomplex Green function, ANN. POLON. MATH. 67 (1997), no. 3, 233--246
9.
On the product property of the pluricomplex Green function, P AM MATH SOC vol. 125 (1997), 2855-2858
8.
An estimate of the geometric degree of an extension of some polynomial proper mappings, UNIV. IAGEL. ACTA MATH. no. 35 (1997), 131--135
1995
7.
On extremal mappings in complex ellipsoids, ANN POL MATH vol. 62 (1995), 83-96
6.
1991
5.
On approximation of analytic functions and generalized orders, PROCEEDINGS OF THE TENTH CONFERENCE ON ANALYTIC FUNCTIONS (SZCZYRK, 1990). Ann. Polon. Math. 55 (1991), 163--167
1985
4.
On the growth of entire functions of n complex variables, ANN. POLON. MATH. 46 (1985), 81--84
1984
3.
A characterization of the growth of analytic functions by means of polynomial approximation, UNIV. IAGEL. ACTA MATH. no. 24 (1984), 295--319
2.
On approximation of entire functions and generalized orders, UNIV. IAGEL. ACTA MATH. no. 24 (1984), 321--326
1981
1.
On approximation and interpolation of entire functions, ZESZYTY NAUK. UNIW. JAGIELLOŃ. PRACE MAT. no. 22 (1981), 173--188