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Jacek Jakubowski

Identifiers

  • name variant Jacek Jakubowski 0.60 · backfill

Papers (12)

  1. Conditional Markov Chains Part II: Consistency and Copulae math.PR · 2015 · author #2
  2. Conditional Markov Chains Revisited Part I: Construction and properties math.PR · 2015 · author #2
  3. On matching diffusions, Laplace transforms and partial differential equations math.PR · 2014 · author #2
  4. Exact Distribution of Verhulst process math.PR · 2014 · author #2
  5. Risk-minimization and hedging claims on a jump-diffusion market model, Feynman-Kac Theorem and PIDE q-fin.PR · 2013 · author #1
  6. Jump-diffusion processes in random environments math.PR · 2013 · author #1
  7. On hyperbolic Bessel processes and beyond math.PR · 2011 · author #1
  8. Intricacies of Dependence between Components of Multivariate Markov Chains: Weak Markov Consistency and Markov Copulae math.PR · 2011 · author #2
  9. On some Brownian functionals and their applications to moments in lognormal and Stein stochastic volatility models math.PR · 2011 · author #1
  10. Linear stochastic volatility models q-fin.PR · 2009 · author #1
  11. Defaultable bonds with an infinite number of Levy factors q-fin.CP · 2009 · author #1
  12. On incompleteness of bond markets with infinite number of random factors q-fin.CP · 2008 · author #2

Mentions

  • 1501.05535 #2 · backfill · confidence 0.70 Jacek Jakubowski
  • 1501.05531 #2 · backfill · confidence 0.70 Jacek Jakubowski
  • 1410.4858 #2 · backfill · confidence 0.70 Jacek Jakubowski
  • 1408.6727 #2 · backfill · confidence 0.70 Jacek Jakubowski
  • 1305.4132 #1 · backfill · confidence 0.70 Jacek Jakubowski
  • 1305.4129 #1 · backfill · confidence 0.70 Jacek Jakubowski
  • 1106.5485 #1 · backfill · confidence 0.70 Jacek Jakubowski
  • 1105.2679 #2 · backfill · confidence 0.70 Jacek Jakubowski
  • 1102.0021 #1 · backfill · confidence 0.70 Jacek Jakubowski
  • 0909.4765 #1 · backfill · confidence 0.70 Jacek Jakubowski
  • 0909.4089 #1 · backfill · confidence 0.70 Jacek Jakubowski
  • 0809.2270 #2 · backfill · confidence 0.70 Jacek Jakubowski

Frequent Coauthors