Michał Barski

Available identifiers

zbMath Open barski.michalMaRDI QIDQ254505

List of research outcomes

Publication	Date of Publication	Type
Classification and calibration of affine models driven by independent L\'evy processes	2023-03-15	Paper
CIR equations with multivariate L\'evy noise	2022-04-14	Paper
A note on generalized CIR equations	2021-08-06	Paper
On CIR Equations with General Factors	2020-05-29	Paper
Mathematics of the Bond Market: A Lévy Processes Approach	2020-04-08	Paper
On generalized CIR equations	2019-02-24	Paper
Monotonicity of the collateralized debt obligations term structure model	2016-06-10	Paper
On the shortfall risk control: a refinement of the quantile hedging method	2016-03-08	Paper
Incompleteness of the bond market with Lévy noise under the physical measure	2015-04-08	Paper
Integral representations of risk functions for basket derivatives	2012-12-06	Paper
Forward rate models with linear volatilities	2012-11-15	Paper
Heath-Jarrow-Morton-Musiela equation with Lévy perturbation	2012-10-26	Paper
Quantile hedging for basket derivatives	2012-01-21	Paper
ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS	2011-06-16	Paper
Heath-Jarrow-Morton-Musiela equation with linear volatility	2010-10-27	Paper
COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS	2010-09-16	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: Michał Barski