• case-insensitive prefix search: default
  e.g., sig matches "SIGIR" as well as "signal"
• exact word search: append dollar sign ($) to word
  e.g., graph$ matches "graph", but not "graphics"
• boolean and: separate words by space
  e.g., codd model
• boolean or: connect words by pipe symbol (|)
  e.g., graph|network

Update May 7, 2017: Please note that we had to disable the phrase search operator (.) and the boolean not operator (-) due to technical problems. For the time being, phrase search queries will yield regular prefix search result, and search terms preceded by a minus will be interpreted as regular (positive) search terms.

found 20 matches

• 2024
• 
  Allan Jonathan da Silva, Jack Baczynski:
  Exploring non-analytical affine jump-diffusion models for path-dependent interest rate derivatives. Comput. Manag. Sci. 21(1): 29 (2024)
• 2019
• 
  Allan Jonathan da Silva, Jack Baczynski, João Felipe da Silva Bragança:
  Path-Dependent Interest Rate Option Pricing with Jumps and Stochastic Intensities. ICCS (5) 2019: 710-716
• 2017
• 
  Jack Baczynski:
  A new approach to risk sensitivity. IMA J. Math. Control. Inf. 34(2): 425-449 (2017)
• 
  Jack Baczynski, Juan B. R. Otazu, José V. M. Vicente:
  A new method for pricing interest-rate derivatives in fixed income markets. CDC 2017: 3057-3062
• 
  Estevao Rosalino, Jack Baczynski, Dorival Leão:
  Pricing multi-asset barrier options. CDC 2017: 3063-3068
• 2016
• 
  Allan Jonathan da Silva, Jack Baczynski, José V. M. Vicente:
  A new finite difference method for pricing and hedging fixed income derivatives: Comparative analysis and the case of an Asian option. J. Comput. Appl. Math. 297: 98-116 (2016)
• 2012
• 
  Jack Baczynski:
  A risk sensitive performance index for control problems with a view to Markov jump systems. CDC 2012: 862-869
• 2008
• 
  Jack Baczynski, Marcelo D. Fragoso:
  Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems. Math. Control. Signals Syst. 20(2): 157-172 (2008)
• 
  Jack Baczynski, Marcelo D. Fragoso:
  Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems. Syst. Control. Lett. 57(3): 246-254 (2008)
• 2005
• 
  Marcelo D. Fragoso, Oswaldo L. V. Costa, Jack Baczynski, Nei C. S. Rocha:
  Optimal linear mean square filter for continuous-time jump linear systems. IEEE Trans. Autom. Control. 50(9): 1364-1369 (2005)
• 
  Jack Baczynski, Marcelo D. Fragoso:
  A Note on Convergence in Maximal Solution Problems for Infinite Markov Jump Linear Systems. CDC/ECC 2005: 1735-1740
• 2004
• 
  Jack Baczynski, Marcelo D. Fragoso:
  On existence of maximal solution for infinite dimensional perturbed algebraic Riccati equations associated to Markov jump linear systems. ACC 2004: 2511-2515
• 2001
• 
  Jack Baczynski, Marcelo D. Fragoso, Ernesto P. Lopes:
  On a discrete-time linear jump stochastic dynamic game. Int. J. Syst. Sci. 32(8): 979-988 (2001)
• 
  Marcelo D. Fragoso, Jack Baczynski:
  Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters. SIAM J. Control. Optim. 40(1): 270-297 (2001)
• 
  Jack Baczynski, Marcclo D. Fragoso:
  On maximal solution to infinite dimensional perturbed Riccati differential equations arising in stochastic control. CDC 2001: 1257-1262
• 
  Marcelo D. Fragoso, Jack Baczynski:
  Some aspects of stability in continuous time linear infinite Markov jump parameter systems. ECC 2001: 2088-2091
• 
  Marcelo D. Fragoso, Jack Baczynski:
  On an infinite dimensional perturbed Riccati differential equation arising in stochastic control. ECC 2001: 2582-2586
• 
  Marcelo D. Fragoso, Oswaldo L. V. Costa, Jack Baczynski:
  The minimum linear mean square filter for a class of hybrid systems. ECC 2001: 319-323
• 2000
• 
  Marcelo D. Fragoso, Jack Baczynski:
  Lyapunov coupled equations for infinite jump linear systems. CDC 2000: 2349-2354
• 
  Marcelo D. Fragoso, Eulina C. S. Nascimento, Jack Baczynski:
  H_∞ control for continuous-time linear systems with infinite Markov jump parameters via semigroup. CDC 2000: 1160-1165