Stettner, Łukasz.
Stettner, Łukasz, 1955-....
Łukasz Stettner
VIAF ID: 88497211 ( Personal )
Permalink: http://viaf.org/viaf/88497211
Preferred Forms
- 200 _ | ‡a Stettner ‡b Łukasz
- 100 1 _ ‡a Stettner, Lukasz
- 100 1 _ ‡a Stettner, Łukasz
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- 100 1 _ ‡a Stettner, Łukasz
- 100 1 _ ‡a Stettner, Łukasz ‡d 1955-
- 100 1 _ ‡a Stettner, Łukasz, ‡d 1955-....
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- 100 0 _ ‡a Łukasz Stettner
4xx's: Alternate Name Forms (12)
5xx's: Related Names (2)
Works
Title | Sources |
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Advances in mathematics of finance | |
Arbitrage for simple strategies | |
A closure method for randomly perturbed linear systems | |
Ergodic control of Markov processes with mixed observation structure | |
Ergodicity of filtering processes : the history of a mistake and attempts to correct it | |
Growth-optimal portfolios under transaction costs | |
Matematyka finansowa : instrumenty pochodne | |
Mathematical theory of adaptive control | |
On adaptive control of Markov chains using nonparametric estimation | |
On ergodic impulsive control problems | |
On general optimal stopping problems using penalty method | |
On general two parsons stopping games | |
On option pricing in the multidimensional Cox-Ross-Rubinstein model | |
On the Bellman equation for asymptotics of utility from terminal wealth | |
On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions | |
On the poisson equation and optimal stopping of ergodic Markov processes | |
Option pricing in the CRR model with proportional transaction costs : a cone transformation approach | |
[Plany emerytalne - recenzja] | |
Powstanie Centrum Zastosowań Matematyki IMPAN | |
Problem optymalnej wypłaty dywidendy w dyskretnym modelu nadwyżki firmy ubezpieczeniowej : rozprawa doktorska | |
Remarks on ergodic conditions for Markov processes on Polish spaces | |
Remarks on simple arbitrage on markets with bid and ask prices | |
Risk sensitive adaptive control of discrete time Markov processes | |
Some aspects of pricing and hedging of contingent claims in discrete time financial market models | |
Stochastic analysis : special volume in honour of Jerzy Zabczyk | |
Stochastic modeling and control : Simons semester no. 10 | |
[Systems and control in the twenty-first century - recenzja] | |
[Wprowadzenie do matematyki finansowej - recenzja] | |
Wybrane aspekty wyceny i zabezpieczenia wypłat w modelach rynku z czasem dyskretnym | |
Wycena instrumentów pochodnych w czasie dyskretnym | |
Zero-sum Markov games with stopping and impulsive strategies |