4. Economy
  5. Quantitative Finance
  6. Pricing of Securities

Joanna Janczura

Economy – Quantitative Finance – Pricing of Securities

Scientist

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Scientist

Anomalous diffusion models: different types of subordinator distribution

Physics – Mathematical Physics
Scientific paper

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Black swans or dragon kings? A simple test for deviations from the power law

Economy – Quantitative Finance – Statistical Finance
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Pricing electricity derivatives within a Markov regime-switching model

Economy – Quantitative Finance – Pricing of Securities
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Profile ID: LFWR-SCP-P-81318

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