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researcher

J. Jakubowski

6 papers hereh-index 15667 citations87 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author4

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • math.PR5
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20092025
most citedOn some Brownian functionals and their applications to moments in lognormal and Stein stochastic volatility models

3 citations · 3 across the 5 of their papers we have counts for

collaborators
Showing 2011 · math.PRShow all

1 paper · 2 filters

math.PR2011★ 3 cited

On some Brownian functionals and their applications to moments in lognormal and Stein stochastic volatility models

Jacek Jakubowski, Maciej Wisniewolski

The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a pro…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.