Zakład Matematyki Finansowej - lista publikacji
Nadjednostka:
1-7 z 7.
2020
7.
Inverted gamma vs. log normal innovations in MSF-SBEKK models in the forecasting of selected Polish exchange rate, Śląski Przegląd Statystyczny (silesian Statistical Review) vol. 18(24) (2020), 197-218
6.
On the parabolic equation for portfolio problems, Banach Center Publications vol. 122 (2020), 287-302
5.
MCMC Method for the IG-MSF-SBEKK Model, (2020), "Quantitative methods in the contemporary issues of economics", edu-Libri s.c.
4.
Long-Run Risk-Sensitive Impulse Control, SIAM Journal on Control and Optimization vol. 58(4) (2020), 2446–2468
3.
Justyna Hebda-Sobkowicz, Marcin Pitera, Agnieszka Wyłomańska, Radosław Zimroz
2.
Piotr Jaworski, Marcin Pitera
1.
Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera, Thorsten Schmidt
Fair estimation of capital risk allocation, Statistics & Risk Modeling vol. 37 (1-2) (2020), 1-24