Mariusz Niewęgłowski

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Mariusz Niewęgłowski trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tomasz R. Bielecki

Papers from Mariusz Niewęgłowski's perspective

Ordered by how strongly the researchers Mariusz Niewęgłowski trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Defaultable Lévy Term Structure: Ratings and Restructuring
  2. The Magnus expansion and some of its applications
  3. A Markov copulae approach to pricing and hedging of credit index derivatives and ratings triggered step-up bonds
  4. Investigating causal relations by econometric models and cross-spectral methods
  5. Local martingales and filtration shrinkage
  6. Martingale representation theorems for initially enlarged filtrations
  7. Multiple Ratings Model of Defaultable Term Structure
  8. Study of Dependence for Some Stochastic Processes
  9. Fonctions de repartition a n dimensions et leurs marges
  10. A technique for exponential change of measure for Markov processes

Their papers