Publikacje

Czasopismo: Finance and Stochastics

2012

• Michał Barski , Zabczyk, Forward rate models with linear volatilities, Finance and Stochastics, 2012. Zobacz w PBN

2007

• Jacek Jakubowski , Jerzy Zabczyk, Exponential moments for HJM models with jumps, Finance and Stochastics, 2007. Zobacz w PBN