Michał Baran
From MaRDI portal
Person:2466790
Available identifiers
zbMath Open baran.michalMaRDI QIDQ2466790
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| Bonds with volatilities proportional to forward rates | 2009-11-05 | Paper |
| Approximations for Solutions of Lévy-Type Stochastic Differential Equations | 2009-10-08 | Paper |
| Asymptotic pricing in large financial markets | 2008-01-16 | Paper |
| Large losses–-probability minimizing approach | 2004-11-29 | Paper |
| Quantile hedging on markets with proportional transaction costs | 2003-09-09 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Michał Baran
