Szymon Borak

DSFM fitting of implied volatility surfaces

Szymon Borak, Matthias Fengler, Wolfgang Hiirdle, 2005, 5th International Conference on Intelligent Systems Design and Applications (ISDA'05).

Implementation of Dynamic Semiparametric Factor Model for Implied Volatilities

Szymon Borak, Szymon Borak, 2005 .

A semiparametric factor model for electricity forward curve dynamics

Szymon Borak, Rafał Weron, 2008 .

Models for Heavy-tailed Asset Returns

Szymon Borak, Rafał Weron, Adam Misiorek, 2010 .

A semiparametric factor model for electricity forward

Szymon Borak, Rafał Weron, 2008 .