4

A Simple Model of Correlated Defaults with Application to Repo Portfolios

Gatarek, Dariusz, Jabłecki, Juliusz
Journal:
The Journal of Derivatives
Year:
2015
Language:
english
File:
PDF, 1.01 MB
english, 2015
5

LIBOR Market Model with Stochastic Volatility

Gatarek, Dariusz
Journal:
SSRN Electronic Journal
Year:
2003
File:
PDF, 97 KB
2003
6

On Invariant Measures for Diffusions on Banach Spaces

Dariusz Gatarek, Beniamin Goldys
Journal:
Potential Analysis
Year:
1997
Language:
english
File:
PDF, 122 KB
english, 1997
8

The LIBOR Market Model in Practice (Gatarek/The LIBOR) ||

Gatarek, Dariusz, Bachert, Przemyslaw, Maksymiuk, Robert
Year:
2007
Language:
english
File:
PDF, 1.99 MB
english, 2007
11

On a reliability problem by stochastic control methods

Dariusz Gatarek
Journal:
Systems & Control Letters
Year:
1982
Language:
english
File:
PDF, 226 KB
english, 1982
12

The LIBOR Market Model in Practice (Gatarek/The LIBOR) || Index

Gatarek, Dariusz, Bachert, Przemyslaw, Maksymiuk, Robert
Year:
2007
Language:
english
File:
PDF, 43 KB
english, 2007
25

Continuous quantum jumps and infinite-dimensional stochastic equations

Gatarek, Dariusz, Gisin, Nicolas
Journal:
Journal of Mathematical Physics
Year:
1991
Language:
english
File:
PDF, 804 KB
english, 1991
30

The LIBOR Market Model in Practice (Gatarek/The LIBOR) || References

Gatarek, Dariusz, Bachert, Przemyslaw, Maksymiuk, Robert
Year:
2007
Language:
english
File:
PDF, 69 KB
english, 2007
33

On first-order quasi-variational inequalities with integral terms

Dariusz Gątarek
Journal:
Applied Mathematics & Optimization
Year:
1991
Language:
english
File:
PDF, 670 KB
english, 1991