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Aleksander Janicki
Publication Activity (10 Years)
Years Active: 2003-2006
Publications (10 Years): 0
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Publications
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Aleksander Janicki
Computer Construction of Quasi Optimal Portfolio for Stochastic Models with Jumps of Financial Markets.
International Conference on Computational Science (4)
(2006)
Magdalena Broszkiewicz
,
Aleksander Janicki
Exotic Option Prices Simulated by Monte Carlo Method on Market Driven by Diffusion with Poisson Jumps and Stochastic Volatility.
International Conference on Computational Science (3)
(2005)
Aleksander Janicki
,
Jakub Zwierz
Construction of Quasi Optimal Portfolio for Stochastic Models of Financial Market.
International Conference on Computational Science
(2004)
Aleksander Janicki
,
Adam Izydorczyk
,
Przemyslaw Gradalski
Computer Simulation of Stochastic Models with SDE-Solver Software Package.
International Conference on Computational Science
(2003)