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 |
|---|---|---|
| Valuing American options by simulation: a BSDEs approach Mathematics and Computers in Simulation | 2021-02-19 | Paper |
| Weak and strong discrete-time approximation of fractional SDEs Lithuanian Mathematical Journal | 2015-02-25 | Paper |
| On weak approximations of integrals with respect to fractional Brownian motion Statistics & Probability Letters | 2009-03-02 | Paper |
| Computational Science - ICCS 2004 Lecture Notes in Computer Science | 2005-12-23 | Paper |
| Inequalities for the \(\mathbb L^p\) norms of integrals with respect to a fractional Brownian motion Statistics & Probability Letters | 2005-11-25 | Paper |
Research outcomes over time
This page was built for person: Bartosz Ziemkiewicz
