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Jan Palczewski · Study
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Author
Jan Palczewski
8 works
· latest 2018
· 2 institutions
cluster: provisional
ORCID 0000-0003-0235-8746
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Citations
191
Works here
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18
Most cited in this library
Theoretical and empirical estimates of mean–variance portfolio sensitivity
2013 · 35 citations
Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay
2010 · 32 citations
From discrete to continuous time evolutionary finance models
2010 · 27 citations
Black–Litterman model for continuous distributions
2018 · 27 citations
Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case
2017 · 18 citations
Works
8 shown
Black–Litterman model for continuous distributions
European Journal of Operational Research
·
2018
·
2 authors
27
citations
Bayesian calibration and number of jump components in electricity spot price models
Energy Economics
·
2017
·
3 authors
·
Open access
17
citations
Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case
SIAM Journal on Control and Optimization
·
2017
·
2 authors
·
Open access
18
citations
Real option valuation for reserve capacity
European Journal of Operational Research
·
2016
·
2 authors
·
Open access
17
citations
Theoretical and empirical estimates of mean–variance portfolio sensitivity
European Journal of Operational Research
·
2013
·
2 authors
·
Open access
35
citations
From discrete to continuous time evolutionary finance models
Journal of Economic Dynamics and Control
·
2010
·
2 authors
·
Open access
27
citations
Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay
SIAM Journal on Control and Optimization
·
2010
·
2 authors
32
citations
Impulsive Control of Portfolios
Applied Mathematics & Optimization
·
2007
·
2 authors
18
citations