Working papers and Preprints

J. Palczewski, Ł. Stettner - Stopping of functionals with discontinuity at the boundary of an open set, [pdf]

G. Aivaliotis, J. Palczewski - Tutorial for Viscosity Solutions in Optimal Control of Diffusions, [pdf]

A. Palczewski, J. Palczewski - Stability of Mean-Variance Portfolio Weights, [pdf]

J.Jakubowski, M. Wiśniewolski - Probabilistic representations of the density function of the asset price and of vanilla options in linear stochastic volatility models. Working paper [pdf]

M. Baran, J. Jakubowski, J. Zabczyk - On incompleteness of bond markets with infinite number of random factors, Preprint PAN 690, 2008.[pdf]

J. Jakubowski, M. Niewęgłowski - F - Doubly stochastic Markov chain-a new class of processes for modeling credit rating migration processes and valuation of claims, Preprint PAN 698, 2008. [pdf]

J. Jakubowski, M. Niewęgłowski - Defaultable bonds with an infinite number of L\'evy factors, Preprint PAN 697, 2008. [pdf]

K. Mogielski, T. Płatkowski - Two-player games with dynamical connection weights, presented at Deutsche Phys. Gesellshaft Conference, Berlin, Feb. 2008, submitted to Physical Review Letters.

T. Płatkowski, P. Bujnowski - Aspiration and cooperation in multiperson Prisoner's Dilemma, submitted to Phys. Review E.

T. Płatkowski, J. Poleszczuk - Operant - response theory of social interactions, presented at WE-Heraeus Seminar: Evolution in Physics, Jan. 2008, submitted to Journ. Math. Sociology.

A. Wiszniewska-Matyszkiel - Games with Distorted Information and Self-Verification of Beliefs with Applications to Exploitation of Common Resources and Minority Games, Preprint 159/2006 IMSM UW. [pdf]

A. Wiszniewska-Matyszkiel - Games with Distorted Information and Self-Verification of Beliefs with Applications to Financial Markets, Preprint 160/2006 IMSM UW. [pdf]

A. Wiszniewska-Matyszkiel - A Model of Simplified Stock Exchange as an Example of Games with Distorted Information, Preprint 163/2007 IMSM UW. [pdf]

A. Wiszniewska-Matyszkiel - Belief-Distorted Nash Equilibria for Dynamic Games with Probabilistic Beliefs, Preprint 170/2007 IMSM UW. [pdf]