Publikacje

Maciej Wiśniewolski

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

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

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

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