Małgorzata Wiktoria Korolkiewicz

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

Research outcomes over time

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