Micha{\l} Barski
Identifiers
- name variant Micha{\l} Barski 0.60 · backfill
Papers (13)
- Large losses - probability minimizing approach q-fin.MF · 2016 · author #1
- Quantile hedging on markets with proportional transaction costs q-fin.MF · 2016 · author #1
- Asymptotic pricing in large financial markets q-fin.MF · 2015 · author #1
- Approximations for solutions of L\'evy-type stochastic differential equations math.PR · 2015 · author #1
- Forward rate models with linear volatilities q-fin.MF · 2015 · author #1
- Heath-Jarrow-Morton-Musiela equation with L\'evy perturbation q-fin.MF · 2015 · author #1
- Incompleteness of the bond market with L\'evy noise under the physical measure q-fin.MF · 2015 · author #1
- Monotonicity of the collateralized debt obligations term structure model q-fin.MF · 2015 · author #1
- On the shortfall risk control -- a refinement of the quantile hedging method q-fin.PR · 2014 · author #1
- Integral representations of risk functions for basket derivatives math.OC · 2011 · author #1
- Quantile hedging for basket derivatives q-fin.RM · 2010 · author #1
- Completeness of bond market driven by L\'evy process math.PR · 2008 · author #1
- On incompleteness of bond markets with infinite number of random factors q-fin.CP · 2008 · author #1
Mentions
Frequent Coauthors
- Jerzy Zabczyk 4 shared papers
- Jacek Jakubowski 1 shared papers