Adam W. Kolkiewicz

Available identifiers

zbMath Open kolkiewicz.adam-wMaRDI QIDQ1722529

List of research outcomes

Publication	Date of Publication	Type
Optimal surrender policy for reverse mortgage loans	2025-01-22	Paper
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
Optimal portfolio selection based on a path-dependent utility function	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

This page was built for person: Adam W. Kolkiewicz