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 |
|---|---|---|
| Double continuation regions for American and Swing options with negative discount rate in Lévy models Mathematical Finance | 2020-05-14 | Paper |
| Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions Applied Mathematics and Optimization | 2020-04-14 | Paper |
| Pricing insurance drawdown-type contracts with underlying Lévy assets Insurance Mathematics & Economics | 2018-04-12 | Paper |
Research outcomes over time
This page was built for person: Joanna Tumilewicz
