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Publications by J. Jakubowski

Stochastic Volatility Models With Volatility Driven by Fractional Brownian Motions

Communications in Information and Systems

English

Axial Enlargement of the 3rd Ventricle, and Displacement of the Brain-Stem in Benign Aqueduct Stenosis

Journal of Neurology, Neurosurgery and Psychiatry

English

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Fractional Cointegration in Stochastic Volatility Models

Econometric Theory

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Solving Asset Pricing Models With Stochastic Volatility

SSRN Electronic Journal

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Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions

Journal of Applied Mathematics

Applied Mathematics

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News Impact Curve for Stochastic Volatility Models

Economics Letters

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Range-Based Estimation of Stochastic Volatility Models

Journal of Finance

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On Efficient Bayesian Inference for Models With Stochastic Volatility

SSRN Electronic Journal

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Stochastic Volatility of Volatility in Continuous Time

SSRN Electronic Journal

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Nonparametric Stochastic Volatility

Econometric Theory

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On the Short-Time Behavior of the Implied Volatility for Jump-Diffusion Models With Stochastic Volatility

Finance and Stochastics

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