Jacek Jakubowski

Finance · 2006–2017

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it

Whom Jacek Jakubowski trusts overall

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

1. Tomasz R. Bielecki
2. David Nualart
3. Sergio Blanes

Who trusts Jacek Jakubowski overall

1. St'ephane Cr'epey
2. Tomasz R. Bielecki

Papers from Jacek Jakubowski's perspective

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

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

Their papers

• Conditional Markov chains: Properties, construction and structured dependence (2017) — 60 citations
• Study of Dependence for Some Stochastic Processes (2008) — 62 citations
• STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE (2006) — 56 citations