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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
subject:"Risiko"
~person:"Bielecki, Tomasz R."
~subject:"Markov chain"
~subject:"Optionsgeschäft"
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Bielecki, Tomasz R.
Filipović, Damir
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
2
Finance and stochastics
1
Journal of economic dynamics & control
1
Mathematical methods of operations research : ZOR
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
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The Oxford handbook of credit derivatives
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Working papers in economics
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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/10003769008
Saved in:
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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