Jakubowski, Jacek
- Linear stochastic volatility models
2009/09/25 by Jacek Jakubowski, Maciej Wisniewolski, Jakubowski, Jacek +2 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Stochastic processes and financial applications #q-fin.CP #q-fin.PR
- Intricacies of Dependence between Components of Multivariate Markov Chains: Weak Markov Consistency and Markov Copulae
2011/05/13 by Tomasz R. Bielecki, Bielecki, Tomasz R., Jacek Jakubowski +3 · 1 citation
Computer Science · Decision Sciences · Mathematics · #Fuzzy Systems and Optimization #Petri Nets in System Modeling #Probability and Risk Models #math.PR #msc:60G55 #msc:60J27