Leszek Krawczyk

Finance · 2006

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 Leszek Krawczyk trusts overall

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

  1. Sebastian Raible
  2. Hans Föllmer
  3. Dilip B Madan 5

Who trusts Leszek Krawczyk overall

  1. Peter Tankov

Papers from Leszek Krawczyk's perspective

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

  1. Optimal investment in incomplete markets when wealth may become negative
  2. The Variance Gamma Process and Option Pricing
  3. Processes of normal inverse Gaussian type
  4. Exponential Hedging and Entropic Penalties
  5. Handbook of Mathematical Functions.
  6. Real and complex analysis, 3rd ed.
  7. Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
  8. A Complete Explicit Solution to the Log-Optimal Portfolio Problem
  9. Efficient hedging: Cost versus shortfall risk (Finance and Stochastics)
  10. On the Existence of Minimax Martingale Measures

Their papers