{\L}ukasz Delong

Identifiers

• name variant {\L}ukasz Delong 0.60 · backfill

Papers (6)

1. Measures of predictive accuracy, miscalibration and discrimination stat.ME · 2026 · author #1
2. Instantaneous mean-variance hedging and instantaneous Sharpe ratio pricing in a regime-switching financial model, with applications to equity-linked claims q-fin.PR · 2013 · author #1
3. BSDEs with time-delayed generators of a moving average type with applications to non-monotone preferences q-fin.PR · 2010 · author #1
4. On Malliavin's differentiability of BSDE with time delayed generators driven by Brownian motions and Poisson random measures math.PR · 2010 · author #1
5. Backward stochastic differential equations with time delayed generators - results and counterexamples math.PR · 2010 · author #1
6. Optimal investment and consumption in a Black--Scholes market with L\'evy-driven stochastic coefficients q-fin.PR · 2008 · author #1

Mentions

• 1303.4082 #1 · backfill · confidence 0.70 {\L}ukasz Delong
• 1008.3722 #1 · backfill · confidence 0.70 {\L}ukasz Delong
• 1005.4702 #1 · backfill · confidence 0.70 {\L}ukasz Delong
• 1005.4701 #1 · backfill · confidence 0.70 {\L}ukasz Delong
• 0806.2570 #1 · backfill · confidence 0.70 {\L}ukasz Delong

Frequent Coauthors

• Peter Imkeller 2 shared papers
• Antoon Pelsser 1 shared papers
• Claudia Kl\"uppelberg 1 shared papers
• Mario W\"uthrich 1 shared papers