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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Rutkowski, Marek"
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Rutkowski, Marek
Favero, Carlo A.
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Discussion paper / Centre for Economic Policy Research
Journal of monetary economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Applied mathematical finance
2
Discussion paper / B
2
Finance and stochastics
1
International journal of theoretical and applied finance
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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
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2
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
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3
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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