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Rutkowski, Marek
9
Musiela, Marek
5
Bielecki, Tomasz R.
3
Brace, Alan
2
Jeanblanc, Monique
2
Zariphopoulou, Thaleia
2
AHLIP, REHEZ
1
Baldeaux, Jan
1
Bielecki, Tomasz
1
Crépey, Stéphane
1
Gatarek, Dariusz
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Musiela, M.
1
RUTKOWSKI, MAREK
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Applied mathematical finance
3
Finance and stochastics
3
Risk : managing risk in the world's financial markets
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Quantitative finance
1
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OLC EcoSci
ECONIS (ZBW)
63
RePEc
50
USB Cologne (business full texts)
3
USB Cologne (EcoSocSci)
3
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1
C - Buchbesprechungen - Martingale Methods in Financial Modelling
Musiela, M.
;
Rutkowski, M.
;
Specht, K.
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
82
(
1998
)
3-4
Persistent link: https://www.econbiz.de/10006576822
Saved in:
2
FINANCIAL ENGINEERING The foundations of modern finance - The world of finance has been completely revolutionised by mathematics. Leading quant, Marek Musiela, traces the developme...
Musiela, Marek
- In:
Risk : managing risk in the world's financial markets
39
(
2005
),
pp. 22-23
Persistent link: https://www.econbiz.de/10007023847
Saved in:
3
A valuation algorithm for indifference prices in incomplete markets
Musiela, Marek
;
Zariphopoulou, Thaleia
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 399-414
Persistent link: https://www.econbiz.de/10008214760
Saved in:
4
An example of indifference prices under exponential preferences
Musiela, Marek
;
Zariphopoulou, Thaleia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 229-240
Persistent link: https://www.econbiz.de/10008214885
Saved in:
5
The Market Model of Interest Rate Dynamics
Brace, Alan
;
Gatarek, Dariusz
;
Musiela, Marek
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 127-156
Persistent link: https://www.econbiz.de/10008220056
Saved in:
6
A Multifactor Gauss Markov Implementation of Heath, Jarrow, and Morton
Brace, Alan
;
Musiela, Marek
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 259-284
Persistent link: https://www.econbiz.de/10008223921
Saved in:
7
Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates
AHLIP, REHEZ
;
RUTKOWSKI, MAREK
- In:
Quantitative finance
13
(
2013
)
6
,
pp. 955-966
Persistent link: https://www.econbiz.de/10010134653
Saved in:
8
TERM STRUCTURE OF CREDIT - HJM WITH MULTIPLIES
Bielecki, Tomasz
;
Rutkowski, Marek
- In:
Risk : managing risk in the world's financial markets
13
(
2000
)
4
,
pp. 95-98
Persistent link: https://www.econbiz.de/10007050994
Saved in:
9
Multiple Ratings Model of Defaultable Tenn Structure
Bielecki, Tomasz R.
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10008217836
Saved in:
10
PAPERS - Models of forward Libor and swap rates
Rutkowski, Marek
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 29
Persistent link: https://www.econbiz.de/10008218057
Saved in:
1
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