The following pages link to Piotr Jaworski (Q177327):
Displaying 50 items.
- The 20-60-20 rule (Q316859) (← links)
- Gaussian approximation of conditional elliptical copulas (Q444996) (← links)
- Bounds on total economic capital: the DNB case study (Q482086) (← links)
- On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554) (← links)
- Indifference valuation in incomplete binomial models (Q613732) (← links)
- On pricing and hedging options in regime-switching models with feedback effect (Q633323) (← links)
- American lookback option with fixed strike price-2-D parabolic variational inequality (Q640996) (← links)
- Invariant dependence structures and Archimedean copulas (Q645464) (← links)
- On copulas and their diagonals (Q730890) (← links)
- About estimates on number of squares necessary to represent a positive- definite analytic function (Q757522) (← links)
- An introduction to copulas. (Q820222) (← links)
- A reformulation of Le's conjecture (Q855783) (← links)
- Utilitarian resource assignment (Q866544) (← links)
- The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
- Distribution of critical values of miniversal deformations of parabolic singularities (Q1066320) (← links)
- (Q1105242) (redirect page) (← links)
- Decompositions of parabolic singularities of one level (Q1105243) (← links)
- Witt rings of fields of quotients of two-dimensional regular local rings (Q1204299) (← links)
- Residual discriminant and residual bifurcation locus of a function germ singular along an Euler free divisor (Q1348412) (← links)
- \(K\)-duality for pseudomanifolds with an isolated singularity. (Q1408189) (← links)
- Łojasiewicz exponents, the integral closure of ideals and Newton polyhedra. (Q1411755) (← links)
- Topological invariants of real Milnor fibres (Q1566384) (← links)
- On truncation invariant copulas and their estimation (Q1616354) (← links)
- A note on conditional covariance matrices for elliptical distributions (Q1687219) (← links)
- Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance (Q1704147) (← links)
- The topology of corank 1 multi-singularities of stable smooth mappings of equidimensional manifolds (Q1776842) (← links)
- Combinatorics of multiboundary singularities \(B_n^l\) and the Bernoulli-Euler numbers (Q1812407) (← links)
- Invariants of fold-maps via stable homotopy groups (Q1848506) (← links)
- About the Witt rings of function fields of algebroid quadratic quasihomogeneous surfaces (Q1894817) (← links)
- On the Milnor \(K\)-theory of the function fields of quasihomogeneous cones (Q1908236) (← links)
- A note on conditional variance and characterization of probability distributions (Q2006740) (← links)
- On the class of bivariate Archimax copulas under constraints (Q2049228) (← links)
- On copulas of self-similar Ito processes (Q2063748) (← links)
- On the class of truncation invariant bivariate copulas under constraints (Q2069761) (← links)
- Measuring systemic risk. A probabilistic perspective (Q2077752) (← links)
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- Optimal functional supervised classification with separation condition (Q2174981) (← links)
- On Copula-Itô processes (Q2178947) (← links)
- Stochastic differential games in insider markets via Malliavin calculus (Q2250075) (← links)
- Robust static super-replication of barrier options (Q2272291) (← links)
- Extreme at-the-money skew in a local volatility model (Q2274223) (← links)
- A Black-Scholes inequality: applications and generalisations (Q2282961) (← links)
- Univariate conditioning of vine copulas (Q2350041) (← links)
- Hedging of options with the help of conditional expected loss criterion (Q2377522) (← links)
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau (Q2414784) (← links)
- Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations (Q2472633) (← links)
- Universal abelian covers of certain surface singularities (Q2491104) (← links)
- Ruled surfaces and generic coverings (Q2502980) (← links)
- Coupling of Wiener processes by using copulas (Q2637369) (← links)
- On Copulas and Differential Inclusions (Q2805805) (← links)
