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Zakład Matematyki Finansowej - lista publikacji

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Instytut Matematyki

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1-7 z 7.

2018

7.

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

6.

Dariusz Zawisza

Existence results for Isaacs equations with local conditions and related semilinear Cauchy problems, Annales Polonici Mathematici vol. 121 (2018), 175-196

5.

Maciej Klimek, Marcin Pitera

The least squares method for option pricing revisited, Applicationes Mathematicae vol. 45, Issue 1 (2018), 5-29

4.

Marcin Pitera, Thorsten Schmidt

Unbiased estimation of risk, Journal of Banking and Finance vol. 91 (2018), 133-145

3.

Dariusz Zawisza

A note on the worst case approach for a market with a stochastic interest rate, Applicationes Mathematicae vol. 45 (2018), 151-160

2.

Sylwia Dudek, Stanisław Migórski

Evolutionary Oseen model for generalized Newtonian fluid with multivalued nonmonotone friction law, Journal of Mathematical Fluid Mechanics vol. 20 (2018), 1317-1333

1.

Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera

A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time, Mathematics of Operations Research vol. 43, Issue 1 (2018), 204-221