Małgorzata Wiktoria Korolkiewicz

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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!

PublicationDate of PublicationType
New analytic approximations for pricing spread options
 
2013-06-12Paper
A dependent hidden Markov model of credit quality
International Journal of Stochastic Analysis
2012-09-06Paper
A hidden Markov model of credit quality
Journal of Economic Dynamics and Control
2010-01-19Paper


Research outcomes over time


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