Andrew Lesniewski
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Girsanov, Numeraires, and All That | 2022-12-19 | Paper |
| Probability distribution in the SABR model of stochastic volatility Springer Proceedings in Mathematics & Statistics | 2018-12-11 | Paper |
| Managing counterparty credit risk via BSDEs | 2016-08-10 | Paper |
| Monotone Riemannian metrics and relative entropy on noncommutative probability spaces Journal of Mathematical Physics | 2000-08-16 | Paper |
| scientific article; zbMATH DE number 1234418 (Why is no real title available?) | 1999-01-03 | Paper |
Research outcomes over time
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