Adam W. Kolkiewicz

Available identifiers

zbMath Open kolkiewicz.adam-wMaRDI QIDQ1722529

List of research outcomes

Publication	Date of Publication	Type
Computation of Multivariate Barrier Crossing Probability and its Applications in Credit Risk Models	2022-01-19	Paper
Projection pursuit based tests of normality with functional data	2021-03-01	Paper
Projection pursuit based tests of normality with functional data	2021-01-06	Paper
Comparison of asymmetric stochastic volatility models under different correlation structures	2020-12-04	Paper
Bayesian inference of asymmetric stochastic conditional duration models	2020-04-01	Paper
Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes	2019-05-28	Paper
Efficient Monte Carlo for diffusion processes using Ornstein-Uhlenbeck bridges	2019-02-18	Paper
Sampling-based Inference of Time Deformation Models with Heavy Tail Distributions	2016-10-26	Paper
EFFICIENT HEDGING OF PATH–DEPENDENT OPTIONS	2016-08-26	Paper
On Suboptimality of Delta Hedging for Asian Options	2015-06-26	Paper
Semi-Static Hedging for GMWB in Variable Annuities	2014-07-19	Paper
Efficient Monte Carlo simulation for integral functionals of Brownian motion	2014-04-01	Paper
Pricing Bermudan options using low-discrepancy mesh methods	2014-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q3068492	2011-01-15	Paper
Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products	2006-01-13	Paper
Volatility Risk For Regime-Switching Models	2006-01-06	Paper
Best monotone M-estimators	2004-06-15	Paper
An improved simulation method for pricing high-dimensional American derivatives.	2003-05-19	Paper
https://portal.mardi4nfdi.de/entity/Q4549498	2002-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q4215580	1998-10-26	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Adam W. Kolkiewicz