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Indifference pricing of defaultable claims
Bielecki, Tomasz R.; Jeanblanc, Monique - In: Indifference pricing : theory and applications, (pp. 211-240). 2009
Persistent link: https://www.econbiz.de/10003807588
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Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.; Cialenco, Igor; Iyigunler, Ismail; … - In: International journal of theoretical and applied finance 16 (2013) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
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Modeling and valuation of credit risk
Bielecki, Tomasz R.; Jeanblanc, Monique; Rutkowski, Marek - In: Stochastic methods in finance : lectures given at the …, (pp. 27-126). 2004
Persistent link: https://www.econbiz.de/10002526431
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No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.; Cialenco, Igor; Rodriguez, Rodrigo - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
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On the fundamental theorem of asset pricing with an infinite state space
Back, Kerry E. - In: Journal of mathematical economics 20 (1991) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001107840