Zakład Matematyki Finansowej - lista publikacji

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1-10 z 10.

2017

10.
Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera
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
9.
Marek Karaś, Anna Serwatka
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
8.
Anna Pajor
A note on the UEK Method, Barometr Regionalny. Analizy i Prognozy vol. 15(3) (2017), 7-10
7.
Modrzejewska Anita , Anna Pajor
The short-term relationships among the U.S., German and Greek bond markets in times of financial crises. A Bayesian analysis of exogeneity in the VAR-SV model, Argumenta Oeconomica (akademia Ekonomiczna We WrocŁawiu) vol. 1(38) (2017), 257-283
6.
Piotr Jaworski, Marcin Pitera
A note on conditional covariance matrices for elliptical distributions, Statistics and Probability Letters vol. 129C (2017), 230-235
5.
Anna Pajor, Justyna Wróblewska
VEC-MSF models in Bayesian analysis of short- and long-run relationships, Studies in Nonlinear Dynamics and Econometrics vol. 21(3) (2017), 1-22
4.
Sylwia Dudek, Piotr Kalita, Stanisław Migórski
Steady flow of generalized Newtonian fluid with multivalued rheology and nonmonotone friction law, Computers and Mathematics with Applications vol. 74 (2017), 1813-1825
3.
Michał Ociepka, Przemysław Rola, Przemysław Spurek, Jacek Tabor
ICA based on asymmetry, Pattern Recognition vol. 67 (2017), 230-244
2.
Anna Pajor
Estimating the Marginal Likelihood Using the Arithmetic Mean Identity, Bayesian Analysis vol. 12(1) (2017), 261-287
1.
Sylwia Dudek, Piotr Kalita, Stanisław Migórski
Stationary Oberbeck-Boussinesq model of generalized Newtonian fluid governed by multivalued partial differential equations, Applicable Analysis vol. 96 (2017), 2192-2217