Juliusz Jabłecki

From MaRDI portal
Person:4602494



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
Efficient pricing and calibration of high-dimensional basket options
International Journal of Computer Mathematics
2024-10-28Paper
Swap rate à la stock: Bermudan swaptions made easy2024-09-06Paper
Rise and fall of synthetic CDO market: lessons learned
International Journal of Theoretical and Applied Finance
2018-01-11Paper


Research outcomes over time


This page was built for person: Juliusz Jabłecki