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Uniwersytet Ekonomiczny w KrakowieKraków, Poland
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Kraków, ul. Rakowicka 27
RePEc:edi:aekrapl (more details at EDIRC)
Research outputJump to: Articles
- Maciej Kostrzewski, 2012. "Bayesian Pricing of the Optimal-Replication Strategy for European Option in the JD(M)J Model," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 12, pages 53-72.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Maciej Kostrzewski, 2012.
"Bayesian Pricing of the Optimal-Replication Strategy for European Option in the JD(M)J Model,"
Dynamic Econometric Models,
Uniwersytet Mikolaja Kopernika, vol. 12, pages 53-72.
- Maciej Kostrzewski, 2015. "Bayesian DEJD Model and Detection of Asymmetry in Jump Sizes," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 7(1), pages 43-70, March.
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