Zakład Matematyki Finansowej - lista publikacji

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1-8 z 8.

2015

8.
Przemysław Rola
Arbitrage in markets with bid-ask spreads, Annals of Finance vol. 11 (2015), 453-475
7.
Szymon Peszat
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
6.
Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera
Dynamic Limit Growth Indices in Discrete Time, Stochastic Models vol. 31, Issue 3 (2015), 494-523
5.
Armen Edigarian
Peak point for domains in C^n, Annales Polonici Mathematici vol. 114 (2015), 1-12
4.
Jakub Trybuła
Merton portfolio problem with one indivisible asset, Zeszyty Naukowe Uniwersytetu Jagiellonskiego, Seria: Acta Mathematica (2015), 45-56
3.
Zdzisław Brzeźniak, Ben Goldys, Szymon Peszat, Francesco Russo
Second order PDEs with Dirichlet white noise boundary conditions, Journal of Evolution Equations vol. 15 (2015), 1-26
2.
Dan Crisan, Yoshiki Otobe, Szymon Peszat
Inverse problems for stochastic transport equations, Inverse Problems vol. 31 (2015), 22 pp.
1.
Dariusz Zawisza
Robust Consumption-Investment Problem on Infinite Horizon, Applied Mathematics and Optimization vol. 72 (2015), 469-491