Beniamin Goldys

Multiperiod mean-standard-deviation time consistent portfolio selection

Wei Wu, Spiridon I. Penev, Hugh Bannister, 2016, Autom..

A note on pricing interest rate derivatives when forward LIBOR rates are lognormal

Beniamin Goldys, 1997, Finance Stochastics.

Linear parabolic equation with Dirichlet white noise boundary conditions

Beniamin Goldys, Szymon Peszat, B. Goldys, 2021, Journal of Differential Equations.

On Linear Stochastic Flows

Beniamin Goldys, Szymon Peszat, B. Goldys, 2021, 2105.04140.

Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games

Zhou Zhou, James Yang, Beniamin Goldys, 2022, SIAM Journal on Control and Optimization.

Lognormality of rates and term structure models

Beniamin Goldys, D. Sondermann, M. Musiela, 2000 .

THE SECRETARY PROBLEMTHE CASE WITH MEMORY FOR ONE STEP

Beniamin Goldys, 1978 .

Exponential ergodicity for stochastic Burgers and 2D Navier–Stokes equations

Bohdan Maslowski, Beniamin Goldys, B. Maslowski, 2005 .