Jan Kuklinski

Identifiers

• name variant Jan Kuklinski 0.60 · backfill

Papers (3)

1. Pricing Weakly Model Dependent Barrier Products q-fin.PR · 2016 · author #1
2. Semi-analytic path integral solution of SABR and Heston equations: pricing Vanilla and Asian options q-fin.CP · 2016 · author #1
3. Modelling the skew and smile of SPX and DAX index options using the Shifted Log-Normal and SABR stochastic models q-fin.MF · 2014 · author #1

Mentions

• 1404.4659 #1 · backfill · confidence 0.70 Jan Kuklinski

Frequent Coauthors

• Kevin Tyloo 2 shared papers
• Doinita Negru 1 shared papers
• Panagiotis Papaioannou 1 shared papers
• Pawel Pliszka 1 shared papers