The following pages link to Adam W. Kolkiewicz (Q1722529):
Displayed 20 items.
- Projection pursuit based tests of normality with functional data (Q135088) (← links)
- (Q826987) (redirect page) (← links)
- Efficient Monte Carlo for diffusion processes using Ornstein-Uhlenbeck bridges (Q1722530) (← links)
- An improved simulation method for pricing high-dimensional American derivatives. (Q1873029) (← links)
- Efficient Monte Carlo simulation for integral functionals of Brownian motion (Q2442860) (← links)
- EFFICIENT HEDGING OF PATH–DEPENDENT OPTIONS (Q2816961) (← links)
- Sampling-based Inference of Time Deformation Models with Heavy Tail Distributions (Q2828698) (← links)
- (Q3068492) (← links)
- (Q4215580) (← links)
- Best monotone M-estimators (Q4470647) (← links)
- (Q4549498) (← links)
- Computation of Multivariate Barrier Crossing Probability and its Applications in Credit Risk Models (Q5022544) (← links)
- Comparison of asymmetric stochastic volatility models under different correlation structures (Q5138623) (← links)
- Semi-Static Hedging for GMWB in Variable Annuities (Q5168691) (← links)
- Bayesian inference of asymmetric stochastic conditional duration models (Q5222408) (← links)
- On Suboptimality of Delta Hedging for Asian Options (Q5258450) (← links)
- Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)
- Pricing Bermudan options using low-discrepancy mesh methods (Q5397421) (← links)
- Volatility Risk For Regime-Switching Models (Q5716001) (← links)
- Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products (Q5718216) (← links)