Najnowsze publikacje

• 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