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subject:"Portfolio selection"
~person:"Bielecki, Tomasz R."
~person:"Meyer-Bullerdiek, Frieder"
~subject:"Portfolio Selection"
~subject:"Repo transactions"
~subject:"Theorie"
~type_genre:"Article in journal"
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Portfolio selection
Portfolio Selection
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Bielecki, Tomasz R.
Meyer-Bullerdiek, Frieder
Lien, Da-hsiang Donald
26
Kit, Pong Wong
18
Jarrow, Robert A.
15
Brigo, Damiano
12
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10
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7
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International journal of theoretical and applied finance
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1
A dynamic model of central counterparty risk
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Feng, Shibi
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
Saved in:
2
Collateralized CVA valuation with rating triggers and credit migrations
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009748715
Saved in:
3
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
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