4. Mathematics
  5. Probability

Jerzy Zabczyk

Mathematics – Probability

Scientist

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Bonds with volatilities proportional to forward rates

Economy – Quantitative Finance – Computational Finance
Scientific paper

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CDO term structure modelling with Levy processes and the relation to market models

Economy – Quantitative Finance – Pricing of Securities
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Completeness of bond market driven by Lévy process

Mathematics – Probability
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Densities for Ornstein-Uhlenbeck processes with jumps

Mathematics – Probability
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Exponential ergodicity and regularity for equations with Lévy noise

Mathematics – Analysis of PDEs
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Profile ID: LFWR-SCP-P-189841

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