Multiscale stochastic volatility model with heavy tails and leverage effects von Men, Zhongxian, Wirjanto, Tony S, Kolkiewicz, Adam W

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Efficient Monte Carlo simulation for integral functionals of Brownian motion von Kolkiewicz, Adam W.

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Threshold stochastic conditional duration model for financial transaction data von Men, Zhongxian, Kolkiewicz, Adam W, Wirjanto, Tony S

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Bayesian Analysis of a Threshold Stochastic Volatility Model von Wirjanto, Tony S., Kolkiewicz, Adam W., Men, Zhongxian

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Bayesian Analysis of Asymmetric Stochastic Conditional Duration Model von Men, Zhongxian, Kolkiewicz, Adam W., Wirjanto, Tony S.

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Pricing Bermudan options using low-discrepancy mesh methods von BOYLE, PHELIM P., KOLKIEWICZ, ADAM W., TAN, KEN SENG

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Valuation of Reverse Mortgages with Default Risk Models von Bernard, Carole, Kolkiewicz, Adam, Tang, Junsen

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Optimal surrender policy for reverse mortgage loans von Bernard, Carole, Kolkiewicz, Adam, Tang, Junsen

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Projection pursuit based tests of normality with functional data von Kolkiewicz, Adam, Rice, Gregory, Xie, Yijun

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Markowitz-based Shariah compliant portfolio model with stochastic purification and probabilistic compliance screening constraints von Puspita, Dila, Kolkiewicz, Adam, Tan, Ken Seng

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EFFICIENT HEDGING OF PATH–DEPENDENT OPTIONS von KOLKIEWICZ, ADAM W.

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EFFICIENT HEDGING OF PATH-DEPENDENT OPTIONS von Kolkiewicz, Adam W

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Discrete time ruin probability for Takaful (Islamic Insurance) with investment and qard-hasan (benevolent loan) activities von Puspita, Dila, Kolkiewicz, Adam, Tan, Ken Seng

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Discrete Time Ruin Probability for Takaful Activities von Puspita, Dila, Kolkiewicz, Adam, Tan, Ken Seng

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Comparison of asymmetric stochastic volatility models under different correlation structures von Men, Zhongxian, McLeish, Don, Kolkiewicz, Adam W., Wirjanto, Tony S.

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On Suboptimality of Delta Hedging for Asian Options von Kolkiewicz, Adam W.

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Best monotone M-estimators von Kolkiewicz, Adam W.

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Efficient Monte Carlo for Diffusion Processes Using Ornstein–Uhlenbeck Bridges von Kolkiewicz, Adam W.

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Optimal Static Hedging of Non-tradable Risks with Discrete Distributions von Kolkiewicz, Adam W.

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Stochastic Mesh Method

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