Threshold stochastic conditional duration model for financial transaction data 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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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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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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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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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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Unit-Linked Life Insurance Contracts with Lapse Rates Dependent on Economic Factors von Kolkiewicz, A. W., Tan, K. S.

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An improved simulation method for pricing high-dimensional American derivatives von Boyle, Phelim P., Kolkiewicz, Adam W., Tan, Ken Seng

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Fitting Diffusion Models in Finance von Don L. Mc Leish, Kolkiewicz, Adam W.

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Pricing American Derivatives using Simulation: A Biased Low Approach von Boyle, Phelim P., Kolkiewicz, Adam W., Tan, Ken Seng

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