Stettner, Łukasz

1. A note on chaotic and predictable representations for Itô-Markov additive processes
   2016/12/29 by Palmowski, Zbigniew, Stettner, Łukasz, Sulima, Anna · 1 citation
   #FOS: Mathematics #Probability (math.PR)
2. A novel scaling approach for unbiased adjustment of risk estimators
   2023/12/09 by Pitera, Marcin, Schmidt, Thorsten, Stettner, Łukasz · 1 citation
   #Computational Finance (q-fin.CP) #FOS: Economics and business #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST)