Karol ¯yczkowski

Research Activities:

Financial Mathematics:

A) scientific papers on the theory of options:

E.Aurell, J-P. Bouchaud, M.Potters, and K.¯yczkowski, "Option pricing and hedging beyond Black-Scholes", European Management Journal, (1997) in press click here for tex file
E. Aurell and K.¯yczkowski, "Option pricing & partial hedging: theory of Polish Options", submitted for publication click here for tex file

B) popular articles:

(Ile) warto zap³aciæ za opcjê kupna (in Polish, Rzeczypospolita 10. April 97) click here for .ps file
Instrumenty pochodne a matematyka (w materia³ach Sympozjum Matematyki Finansowej)
Rozszerzenia modelu Blacka-Scholesa (w materia³ach Sympozjum Matematyki Finansowej)

C) conferences:

Sympozjum Matematyki Finansowej organized in Cracow, 10-12 April 1997

(Chairman of the Organizing Committee, Co-editor of the conference proceedings "Instrumenty Pochodne" (in Polish) - see postscript files or conference proceedings )

Collaboration with Erik Aurell (University of Stockholm), member of Artificial Economy Project .