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Most significant publications

  • Jakub Trybuła, Dariusz Zawisza, Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case, Mathematics of Operations Research 44 (2019), 966-987
  • Dariusz Zawisza, Existence results for Isaacs equations with local conditions and related semilinear Cauchy problems, Annales Polonici Mathematici 121 (2018), 175-196
  • Dariusz Zawisza, Robust Consumption-Investment Problem on Infinite Horizon, Applied Mathematics and Optimization 72 (2015), 469-491

Recent publications

  • Szymon Peszat, Dariusz Zawisza, The investor problem based on the HJM model, Annales Polonici Mathematici 127 (2021), 241-269
  • Dariusz Zawisza, On the parabolic equation for portfolio problems, Banach Center Publications 122 (2020), 287-302
  • Jakub Trybuła, Dariusz Zawisza, Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case, Mathematics of Operations Research 44 (2019), 966-987
  • Dariusz Zawisza, Existence results for Isaacs equations with local conditions and related semilinear Cauchy problems, Annales Polonici Mathematici 121 (2018), 175-196
  • Dariusz Zawisza, A note on the worst case approach for a market with a stochastic interest rate, Applicationes Mathematicae 45 (2018), 151-160

Interests

stochastic control, Hamilton-Jacobi-Bellman equation, stochastic differential games, portfolio optimization, PDE methods in mathematical finance

avatar for Dariusz Zawisza

Dariusz Zawisza

academic degree/title Doctor of Philosophy (PhD) position
research and faculty staff member group, assistant professor
unit
  • Department of Financial Mathematics
  • Institute of Mathematics
research group
  • Digital Decision Optimisation
ORCID
0000-0002-3001-4636
contact
dariusz.zawisza@uj.edu.pl