Zakład Matematyki Finansowej - lista publikacji

Nadjednostka:

[Wszystkie publikacje]


[2020] [2019] [2018] [2017] [2016] [2015] [2014] [2013] [2012] [2011] [2010] [2009] [2008] [2007] [2006] [2005] [2004] [2003] [2002] [2001] [2000] [1999] [1998] [1997] [1995] [1991] [1985] [1984] [1981]
1-144 z 144.

2020

144.
MCMC Method for the IG-MSF-SBEKK Model, (2020), "Quantitative methods in the contemporary issues of economics", edu-Libri s.c.
139.
Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera, Thorsten Schmidt

2019

135.
Felix Moldenhauer, Marcin Pitera

2018

132.
Jacek Osiewalski, Anna Pajor
A hybrid MSV-MGARCH generalisation of the t-MGARCH model, SOCIO-ECONOMIC MODELLING AND FORECASTING vol. No 1 (2018), 345-354
129.
Marcin Pitera, Thorsten Schmidt
Unbiased estimation of risk, J BANK FINANC vol. 91 (2018), 133-145

2017

124.
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

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
112.
Piotr Jaworski, Marcin Pitera
The 20-60-20 Rule, DISCRETE CONT DYN-B vol. 21, Issue 4 (2016), 1149-1166
110.
Jerzy Zabczyk, Ben Goldys, Szymon Peszat

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.
Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera
104.
Zdzisław Brzeźniak, Ben Goldys, Szymon Peszat, Francesco Russo
103.
Dan Crisan, Yoshiki Otobe, Szymon Peszat

2014

100.

2013

98.
Sebastian Baran, Zbigniew Palmowski
95.
Eric Edo, T. Kanehira, Marek Karaś, Shigeru Kuroda
94.
90.
Analiza zróżnicowaniarozwoju ekonomicznegowojewództw i powiatówoparta na łańcuchach Markowa, (2013), "Statystyczna analiza przestrzennego zróżnicowania rozwoju ekonomicznego i społecznego Polski", Wydawnictwo Uniwersytetu Jagiellońskiego

2012

2011

78.
Armen Edigarian, Piotr Kościelniak, Tomasz Tokarski, Mariusz Trojak
Taksonomiczne wskaźniki rozwoju ekonomicznego powiatów, (2011), "Capability to social progress in Poland`s regions/Zdolności rozwojowe społeczności w regionach Polski", Wydawnictwa Uniwersytetu Warszawskiego

2010

73.
Zdzisław Brzeźniak, Szymon Peszat
Hyperbolic equations with random boundary conditions vol. Interdiscip. Math. Sci., 8 (2010), "Recent development in stochastic dynamics and stochastic analysis", World Scientific Publishing
72.
71.
Zdzisław Brzeźniak, Ben Goldys, Peter Imkeller, Szymon Peszat, Enrico Priola, Jerzy Zabczyk
66.
Armen Edigarian, SAID EL MARZGUIOUI, Jan Wiegerinck
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

2008

59.
Marek Karaś, KaraśM.
A note on triangular automorphisms, UNIV. IAGEL. ACTA MATH. 46 (2008) 71-74.
58.
Marek Karaś, KaraśM.,ZielińskiA.P.
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

2007

2006

2005

49.
Graphs of multifunctions, MATH Z vol. 250 (2005), 145-147

2004

44.
Locally Nilpotent Monomial Derivations, BULL. POLISH ACAD. SCI. MATH. VOL. 52, no. 2, (2004) ,119--120

2003

41.
Armen Edigarian, Jan Wiegerinck
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
37.
On Detecting of Chaotic Dynamics via Isolating Chains, TOPOL. METHODS NONLINEAR ANAL. 22 (1) (2003), 115--138
36.

2002

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

2001

28.
Marek Karaś, ZielińskiA.P.,SaneckiH.,KaraśM.
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
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
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.
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

1995

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

1984

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