Publications

Maciej Wiśniewolski

Jacek Jakubowski, Zofia Michalik and Maciej Wiśniewolski, Moments and Mellin transform of the asset price in Stein and Stein model and option pricing, Lithuanian Mathematical Journal 2018.see in PBN
Maciej Wiśniewolski and Jacek Jakubowski, A simple proof of the martingale property in a semi-log-normal stochastic volatility model, Applicationes Mathematicae 2018.see in PBN
Maciej Wiśniewolski and Jacek Jakubowski, Invariance formulas for stopping Times of squared Bessel process, Stochastic Analysis And Applications 2018.see in PBN
Maciej Wiśniewolski, Jacek Jakubowski and TOMASZ BYCZKOWSKI, On functionals of excursions for Bessel processes with negative index, Studia Mathematica 2018.see in PBN

Jacek Jakubowski and Maciej Wiśniewolski, On the distribution of Verhulst process, Lithuanian Mathematical Journal 55 (I) 2015, p. 91–101.see in PBN
Jacek Jakubowski and Maciej Wiśniewolski, On matching diffusions, Laplace transforms and partial differential equations, Stochastic Processes And Their Applications Vol 125 (Issue 10) 2015, p. 3663–3690.see in PBN

Jacek Jakubowski and Maciej Wiśniewolski, On some Brownian functionals and their applications to moments in the lognormal stochastic volatility model, Studia Mathematica 219 (201-224) 2013.see in PBN
Jacek Jakubowski and Maciej Wiśniewolski, On hyperbolic Bessel processes and beyond, Bernoulli 2013.see in PBN

Jacek Jakubowski and Maciej Wiśniewolski, Conditional version of the Donati-Martin and Yor Formula and its applications, Demonstratio Mathematica 45 (2) 2012, p. 257–263.see in PBN