Concepedia

Author

Łukasz Stettner

Polish Academy of SciencesORCID

Also Known As

L. Stettner, Lukasz Stettner, Stettner, L., Stettner, Łukasz, Ł. Stettner, Łukasz Stettner

40

Publications

465

Citations

9

H-Index

26

Concepts

All Affiliations

Polish Academy of SciencesInstitute of Mathematics
ŁS

About

Łukasz Stettner is an author at Polish Academy of Sciences specializing in finance, risk management, and portfolio management.

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Business

3

3

40

2

Engineering

3

3

173

3

Management

3

3

66

4

Natural Sciences

1

1

92

5

Economics

1

1

12

Łukasz Stettner

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6

Publications

239

Citations

6

H-Index

YearCitations

Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property

Giovanni B. Di Masi, Łukasz Stettner

SIAM Journal on Control and Optimization

2007

92

Infinite horizon risk sensitive control of discrete time Markov processes with small risk

Giovanni B. Di Masi, Łukasz Stettner

Systems & Control Letters

2000

66

Risk sensitive portfolio optimization

Łukasz Stettner

Mathematical Methods of Operations Research

1999

41

On option pricing in the multidimensional Cox-Ross-Rubinstein model

Michał Motoczyński, Łukasz Stettner

Applicationes Mathematicae

1998

15

Discrete‐time risk sensitive portfolio optimization with proportional transaction costs

Marcin Pitera, Łukasz Stettner

Mathematical Finance

2023

13

Discrete time risk sensitive portfolio optimization with consumption and proportional transaction costs

Łukasz Stettner

Applicationes Mathematicae

2005

12

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