Mateusz Maj

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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!

PublicationDate of PublicationType
An explicit option-based strategy that outperforms dollar cost averaging
International Journal of Theoretical and Applied Finance
2012-05-07Paper
Improving the Design of Financial Products in a Multidimensional Black-Scholes Market
North American Actuarial Journal
2011-06-07Paper
A note on the suboptimality of path-dependent pay-offs in Lévy markets
Applied Mathematical Finance
2009-12-16Paper
Bounds and approximations for sums of dependent log-elliptical random variables
Insurance Mathematics & Economics
2009-06-10Paper


Research outcomes over time


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