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2006 | ||
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4 | EE | Aleksander Janicki: Computer Construction of Quasi Optimal Portfolio for Stochastic Models with Jumps of Financial Markets. International Conference on Computational Science (4) 2006: 301-307 |
2005 | ||
3 | EE | 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: 1112-1115 |
2004 | ||
2 | EE | Aleksander Janicki, Jakub Zwierz: Construction of Quasi Optimal Portfolio for Stochastic Models of Financial Market. International Conference on Computational Science 2004: 803-810 |
2003 | ||
1 | EE | Aleksander Janicki, Adam Izydorczyk, Przemyslaw Gradalski: Computer Simulation of Stochastic Models with SDE-Solver Software Package. International Conference on Computational Science 2003: 361-370 |
1 | Magdalena Broszkiewicz | [3] |
2 | Przemyslaw Gradalski | [1] |
3 | Adam Izydorczyk | [1] |
4 | Jakub Zwierz | [2] |