Aleksander Janicki

Available identifiers

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q2894719	2012-06-30	Paper
Computer Construction of Quasi Optimal Portfolio for Stochastic Models with Jumps of Financial Markets	2009-01-20	Paper
Computational Science - ICCS 2004	2005-12-23	Paper
Computational Science – ICCS 2005	2005-11-30	Paper
Bounds for the range of American contingent claim prices in the jump-diffusion model	2005-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q4434755	2003-11-26	Paper
MALLIAVIN CALCULUS IN CONSTRUCTION OF HEDGING PORTFOLIO FOR THE HESTON MODEL OF A FINANCIAL MARKET	2001-10-07	Paper
Can one see \(\alpha\)-stable variables and processes?	2001-02-07	Paper
Approximation of finite-dimensional distributions for integrals driven by α-stable Lévy motion	2001-01-07	Paper
Approximation of stochastic differential equations driven by α-stable Lévy motion	1997-03-05	Paper
https://portal.mardi4nfdi.de/entity/Q4884619	1996-12-02	Paper
https://portal.mardi4nfdi.de/entity/Q4894945	1996-10-08	Paper
Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion	1995-11-06	Paper
Computer investigation of the Rate of Convergence of Lepage Type Series to α-Stable Random Variables	1995-02-28	Paper
https://portal.mardi4nfdi.de/entity/Q3138642	1994-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q4163867	1978-01-01	Paper

No records found.

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MaRDI profile type	MaRDI person profile
instance of	human

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