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ARTICLES - Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds
Rutkowski, Marek - In: Mathematical finance : an international journal of … 9 (1999) 4, pp. 361-386
Persistent link: https://www.econbiz.de/10008218177
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A note on the Flesaker-Hughston model of the term structure of interest rates
Rutkowski, Marek - In: Applied mathematical finance 4 (1997) 3, pp. 151-164
Persistent link: https://www.econbiz.de/10008219565
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The Early Exercise Premium Representation of Foreign Market American Options
Rutkowski, Marek - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 313-326
Persistent link: https://www.econbiz.de/10008223916
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DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK
Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 493-518
Persistent link: https://www.econbiz.de/10008103933
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Static Replication of Forward-Start Claims and Realized Variance Swaps
Baldeaux, Jan; Rutkowski, Marek - In: Applied mathematical finance 17 (2010) 2, pp. 99-132
Persistent link: https://www.econbiz.de/10008418936
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Hedging of a credit default swaption in the CIR default intensity model
Bielecki, Tomasz R.; Jeanblanc, Monique; Rutkowski, Marek - In: Finance and stochastics 15 (2011) 3, pp. 541-573
Persistent link: https://www.econbiz.de/10009262458