Andrew Lesniewski
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Person:4221215
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 |
|---|---|---|
| Girsanov, Numeraires, and All That | 2022-12-19 | Paper |
| Probability distribution in the SABR model of stochastic volatility Springer Proceedings in Mathematics & Statistics | 2018-12-11 | Paper |
| Managing counterparty credit risk via BSDEs | 2016-08-10 | Paper |
| Monotone Riemannian metrics and relative entropy on noncommutative probability spaces Journal of Mathematical Physics | 2000-08-16 | Paper |
| scientific article; zbMATH DE number 1234418 (Why is no real title available?) | 1999-01-03 | Paper |
Research outcomes over time
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