Zakład Matematyki Finansowej - lista publikacji
Nadjednostka:
1-7 z 7.
2021
7.
The investor problem based on the HJM model, Annales Polonici Mathematici vol. 127 (2021), 241-269
6.
Szymon Peszat, Krystyna Twardowska, Jerzy Zabczyk
Ergodicity of Burgers' system , Journal of Stochastic Analysis vol. 2 (2021), Article number 10, 16 pp.
5.
Łukasz Kwiatkowski, Łukasz Lenart, Anna Pajor
4.
New Estimators of the Bayes Factor for Models with High-Dimensional Parameter and/or Latent Variable Spaces, Entropy vol. 23(4) (2021), Article number: 399, 20 pages
3.
Risk sensitive optimal stopping, Stochastic Processes and their Applications vol. 136 (2021), 125-144
2.
1.
Long-Run Risk Sensitive Dyadic Impulse Control, Applied Mathematics and Optimization vol. 84(1) (2021), 19-47