Maciej Kostrzewski, "The Bayesian Pricing of the Optimal-Replication Strategy for the European Option in the JD(M)J Model",
Dynamic Econometric Models, 2012, Vol. 12, s. 53-71
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Maciej Kostrzewski, On the existence of jumps in financial time series, Acta Physica Polonica B, No 10, Vol. 43 (2012)
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Maciej Kostrzewski, "The Bayesian inference for the jump-diffusion model with M jumps", Communications in Statistics - Theory and Methods, 2013,
DOI: 10.1080/03610926.2012.75520
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