Concepedia

Andrzej Korzeniowski

AK

7

Publications

134

Citations

7

H-Index

1985

Active since

Affiliations

The University of Texas at Arlington(Current)

Toronto Metropolitan University

Andrzej Korzeniowski is an author at The University of Texas at Arlington specializing in engineering, physics, and functional analysis.

Top concepts

EngineeringFinancePhysicsBusinessAsset PricingOption PricingFunctional AnalysisStochastic VolatilityMathematical ProgrammingManagement

Publications per year

1985–2021

7

Publications

7

Feynman-Kac path-integral calculation of the ground-state energies of atoms

Andrzej Korzeniowski, J. L. Fry, David E. Orr et al. · Physical Review Letters · 1992 · 33 citations

Quantum Science, Engineering, Physics +14

An example in the theory of hypercontractive semigroups

Andrzej Korzeniowski, Daniel W. Stroock · Proceedings of the American Mathematical Society · 1985 · 31 citations

Spectral Theory, » Lq, Topological Semigroups +7

Adaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates

Niloofar Ghorbani, Andrzej Korzeniowski · Journal of Mathematical Finance · 2020 · 20 citations · Full text

Financial Risk Management, Adaptive Risk Hedging, Financial Mathematics +17

Put Options with Linear Investment for Hull-White Interest Rates

Andrzej Korzeniowski, Niloofar Ghorbani · Journal of Mathematical Finance · 2021 · 16 citations · Full text

Mathematical Programming, Linear Investment, Option Pricing +13

On logarithmic Sobolev constant for diffusion semigroups

Andrzej Korzeniowski · Journal of Functional Analysis · 1987 · 13 citations

Diffusion Semigroups, Dirichlet Form, Diffusion Process +1

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