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~type_genre:"Aufsatz in Zeitschrift"
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Rutkowski, Marek
30
Bielecki, Tomasz R.
4
Nie, Tianyang
4
Ahlip, Rehez
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Jeanblanc, Monique
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International journal of theoretical and applied finance
9
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5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
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4
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2
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ECONIS (ZBW)
31
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1
A BSDE approach to fair bilateral pricing under endogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 855-900
Persistent link: https://www.econbiz.de/10011569868
Saved in:
2
Fair bilateral pricing under funding costs and exogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 621-655
Persistent link: https://www.econbiz.de/10011969093
Saved in:
3
Fair bilateral prices in Bergman’s model with exogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011404379
Saved in:
4
Maximum principle for general partial information nonzero sum stochastic differential games and applications
Nie, Tianyang
;
Wang, Falei
;
Yu, Zhiyong
- In:
Dynamic games and applications : DGA
12
(
2022
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10013198740
Saved in:
5
A note on the Flesaker-Hughston model of the term structure of interest rates
Rutkowski, Marek
- In:
Applied mathematical finance
4
(
1997
)
3
,
pp. 151-163
Persistent link: https://www.econbiz.de/10001229350
Saved in:
6
The early exercise premium representation of foreign market American options
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 313-325
Persistent link: https://www.econbiz.de/10001185081
Saved in:
7
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
Saved in:
8
Models of forward Libor and swap rates
Rutkowski, Marek
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 29-60
Persistent link: https://www.econbiz.de/10001449235
Saved in:
9
Continuous-time term structure models : forward measure approach
Musiela, Marek
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 261-291
Persistent link: https://www.econbiz.de/10001226612
Saved in:
10
Dynamics of spot, forward, and futures libor rates
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 425-445
Persistent link: https://www.econbiz.de/10001251045
Saved in:
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