The following pages link to Michał Barski (Q254505):
Displaying 16 items.
- On the shortfall risk control: a refinement of the quantile hedging method (Q254506) (← links)
- Heath-Jarrow-Morton-Musiela equation with Lévy perturbation (Q713347) (← links)
- Forward rate models with linear volatilities (Q1761457) (← links)
- A note on generalized CIR equations (Q2048470) (← links)
- COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS (Q2786029) (← links)
- Monotonicity of the collateralized debt obligations term structure model (Q2811110) (← links)
- ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS (Q3008490) (← links)
- Quantile hedging for basket derivatives (Q3113660) (← links)
- Integral representations of risk functions for basket derivatives (Q3144062) (← links)
- Mathematics of the Bond Market: A Lévy Processes Approach (Q4959979) (← links)
- On CIR Equations with General Factors (Q5112533) (← links)
- Incompleteness of the bond market with Lévy noise under the physical measure (Q5245472) (← links)
- Heath-Jarrow-Morton-Musiela equation with linear volatility (Q6221535) (← links)
- On generalized CIR equations (Q6314529) (← links)
- CIR equations with multivariate L\'evy noise (Q6396550) (← links)
- Classification and calibration of affine models driven by independent L\'evy processes (Q6429647) (← links)
