Łochowski, Rafał M.
- On tails of symmetric and totally asymmetric α-stable distributions
2018/02/02 by Witold Bednorz, Rafał M. Łochowski, Bednorz, Witold M. +3 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #60E07 #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Stochastic processes and financial applications
- Integration with respect to model-free price paths with jumps
2015/11/25 by Rafał M. Łochowski, Łochowski, Rafał M. · 1 citation
Economics, Econometrics and Finance · Mathematics · #60H05 #Economic theories and models #FOS: Economics and business #Mathematical Dynamics and Fractals #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications