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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~person:"Berardi, Andrea"
~person:"Rutkowski, Marek"
~subject:"Theory"
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Berardi, Andrea
Rutkowski, Marek
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13
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10
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4
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4
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Management science : journal of the Institute for Operations Research and the Management Sciences
Working papers series / Federal Reserve Bank of San Francisco
Applied mathematical finance
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
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1
Finanza imprese e mercati : quadrimestrale di finanza aziendale
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ECONIS (ZBW)
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Mind the (convergence) gap : bond predictability strikes back!
Berardi, Andrea
;
Markovich, Michael
;
Plazzi, Alberto
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7888-7911
Persistent link: https://www.econbiz.de/10012815790
Saved in:
2
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
3
Multiple ratings model of defaultable term structure
Bielecki, Tomasz R.
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 125-139
Persistent link: https://www.econbiz.de/10002177192
Saved in:
4
Self-financing trading strategies for sliding, rolling-horizon, and consol bonds
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 361-385
Persistent link: https://www.econbiz.de/10001444270
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