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Valuation and hedging of contingent claims in the HJM model with deterministic volatilities
Rutkowski, Marek - In: Applied mathematical finance 3 (1996) 3, pp. 237-267
Persistent link: https://www.econbiz.de/10001217776
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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
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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
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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. 151-163
Persistent link: https://www.econbiz.de/10001229350
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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. 313-325
Persistent link: https://www.econbiz.de/10001185081
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Continuous-time term structure models
Musiela, Marek; Rutkowski, Marek - 1996
Persistent link: https://www.econbiz.de/10000940406
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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
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Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R.; Rutkowski, Marek - 2002
Persistent link: https://www.econbiz.de/10001621020
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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
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Continuous-time term structure models
Musiela, Marek; Rutkowski, Marek - 1996 - Rev. version
Persistent link: https://www.econbiz.de/10000602499