The following pages link to Paweł Kliber (Q590138):
Displaying 26 items.
- Consistent price systems under model uncertainty (Q261917) (← links)
- Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
- Fundamentals and advanced techniques in derivatives hedging. Translated from the French (Q289665) (← links)
- Existence of an endogenously complete equilibrium driven by a diffusion (Q486924) (← links)
- On uniqueness of equilibrium in the Kyle model (Q513743) (← links)
- Optimal growth in a two-sector economy facing an expected random shock (Q742000) (← links)
- Conditional Davis pricing (Q784731) (← links)
- Optimal consumption and portfolio choice with ambiguous interest rates and volatility (Q825169) (← links)
- Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
- How fast does it diverge? Discrete hedging error with transaction costs (Q2046239) (← links)
- Computation of Greeks using the discrete Malliavin calculus and binomial tree (Q2122555) (← links)
- Recovering the time-dependent volatility in jump-diffusion models from nonlocal price observations (Q2128477) (← links)
- Valuing options in shot noise market (Q2149143) (← links)
- Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation (Q2241122) (← links)
- Portfolio optimization under convex incentive schemes (Q2255013) (← links)
- Algorithm for determining the volatility function in the Black-Scholes model (Q2300719) (← links)
- On the dual of the solvency cone (Q2345609) (← links)
- Dynamic contracts and learning by doing (Q2351399) (← links)
- On some properties of the adjoint variable in the relations of the Pontryagin maximum principle for optimal economic growth problems (Q2514851) (← links)
- Asymptotics beats Monte Carlo: the case of correlated local vol baskets (Q2922151) (← links)
- Computing Functionals of Square Root and Wishart Processes Under the Benchmark Approach via Exact Simulation (Q2926208) (← links)
- Diversity and No Arbitrage (Q2929468) (← links)
- (Q3070923) (← links)
- Information Asymmetry, Liquidity and the Dynamic Volume-Return Relation in Panel Data Analysis (Q5198066) (← links)
- Financial markets theory. Equilibrium, efficiency and information (Q5892419) (← links)
- Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models (Q6584729) (← links)
