Rafal Wojakowski

Journal of Applied Probability · 2002

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

Whom Rafal Wojakowski trusts overall

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

  1. Daniel Dufresne

Who trusts Rafal Wojakowski overall

  1. Ernst Eberlein
  2. Antonis Papapantoleon

Papers from Rafal Wojakowski's perspective

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

  1. Laguerre Series for Asian and Other Options
  2. On certain Markov processes attached to exponential functionals of Brownian motion: application to Asian options.
  3. Exponential Functionals of Brownian Motion and Related Processes
  4. Spanning and Derivative-Security Valuation
  5. A study of the Hartman-Watson distribution motivated by numerical problems related to the pricing of Asian options
  6. The integral of geometric Brownian motion (Advances in Applied Probability)
  7. Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
  8. On a new approach to calculating expectations for option pricing (Journal of Applied Probability)
  9. Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55)
  10. An Introduction to Probability Theory and Its Applications

Their papers