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Micha{\l} Barski

Identifiers

  • name variant Micha{\l} Barski 0.60 · backfill

Papers (13)

  1. Large losses - probability minimizing approach q-fin.MF · 2016 · author #1
  2. Quantile hedging on markets with proportional transaction costs q-fin.MF · 2016 · author #1
  3. Asymptotic pricing in large financial markets q-fin.MF · 2015 · author #1
  4. Approximations for solutions of L\'evy-type stochastic differential equations math.PR · 2015 · author #1
  5. Forward rate models with linear volatilities q-fin.MF · 2015 · author #1
  6. Heath-Jarrow-Morton-Musiela equation with L\'evy perturbation q-fin.MF · 2015 · author #1
  7. Incompleteness of the bond market with L\'evy noise under the physical measure q-fin.MF · 2015 · author #1
  8. Monotonicity of the collateralized debt obligations term structure model q-fin.MF · 2015 · author #1
  9. On the shortfall risk control -- a refinement of the quantile hedging method q-fin.PR · 2014 · author #1
  10. Integral representations of risk functions for basket derivatives math.OC · 2011 · author #1
  11. Quantile hedging for basket derivatives q-fin.RM · 2010 · author #1
  12. Completeness of bond market driven by L\'evy process math.PR · 2008 · author #1
  13. On incompleteness of bond markets with infinite number of random factors q-fin.CP · 2008 · author #1

Mentions

  • 1402.3725 #1 · backfill · confidence 0.70 Micha{\l} Barski
  • 1102.3928 #1 · backfill · confidence 0.70 Micha{\l} Barski
  • 1010.5810 #1 · backfill · confidence 0.70 Micha{\l} Barski
  • 0812.1796 #1 · backfill · confidence 0.70 Micha{\l} Barski
  • 0809.2270 #1 · backfill · confidence 0.70 Micha{\l} Barski

Frequent Coauthors