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From duration analysis to GARCH models : an approach to systematization of quantitative methods in risk measurement
Jajuga, Krzysztof - In: Economics and business review 2 (2016) 3, pp. 7-19
Persistent link: https://www.econbiz.de/10011634951
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Model risk in option pricing : estimation risk of volatility parameter
Jajuga, Krzysztof - In: Modern finance and risk management : Festschrift in …, (pp. 269-287). 2022
Persistent link: https://www.econbiz.de/10013336242
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Risk of options : impact of volatility parameter
Jajuga, Krzysztof; Kuziak, Katarzyna - In: Soft computing for risk evaluation and management : …, (pp. 487-500). 2013
Persistent link: https://www.econbiz.de/10010188102
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Ryzyko systemu finansowego : metody oceny i ich weryfikacja w wybranych krajach
Jajuga, Krzysztof; Karaś, Marta; Kuziak, Katarzyna; … - 2017
Persistent link: https://www.econbiz.de/10011749356