Browsen in EconStor gesamt nach Autor:innen Borak, Szymon
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Erscheinungsjahr | Titel | Autor:innen |
2005 | Stable distributions | Borak, Szymon; Härdle, Wolfgang Karl; Weron, Rafał |
2005 | FFT based option pricing | Borak, Szymon; Detlefsen, Kai; Härdle, Wolfgang Karl |
2005 | DSFM fitting of implied volatility surfaces | Borak, Szymon; Fengler, Matthias R.; Härdle, Wolfgang Karl |
2006 | Convenience yields for CO2 emission allowance futures contracts | Borak, Szymon; Härdle, Wolfgang Karl; Trück, Stefan; Weron, Rafał |
2007 | Time series modelling with semiparametric factor dynamics | Borak, Szymon; Härdle, Wolfgang Karl; Mammen, Enno; Park, Byeong U. |
2008 | A semiparametric factor model for electricity forward curve dynamics | Borak, Szymon; Weron, Rafał |
2010 | Models for heavy-tailed asset returns | Borak, Szymon; Misiorek, Adam; Weron, Rafał |