Treffer 1 - 7 von 7 für Suche 'Bielecki, T.R.', Suchdauer: 0,37s Treffer weiter einschränken
  1. 1
    Risk-sensitive ICAPM with application to fixed-income management

    Risk-sensitive ICAPM with application to fixed-income management von Bielecki, T.R., Pliska, S.R.


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  2. 2
    Modeling of the defaultable term structure: conditionally Markov approach

    Modeling of the defaultable term structure: conditionally Markov approach von Bielecki, T.R., Rutkowski, M.


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  3. 3
    Algorithms for singularly perturbed limiting average Markov control problems

    Algorithms for singularly perturbed limiting average Markov control problems von Abbad, M., Filar, J.A., Bielecki, T.R.


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  4. 4
    Hierarchical Decision Making In Stochastic Manufacturing Systems [Book Review]

    Hierarchical Decision Making In Stochastic Manufacturing Systems [Book Review] von Bielecki, T.R.


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  5. 5
    Arbitrage Pricing of Convertible Securities with Credit Risk

    Arbitrage Pricing of Convertible Securities with Credit Risk von Bielecki, T.R., Crepey, S., Jeanblanc, M., Rutkowski, M.


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  6. 6
    On time hybrid controlled Martingale problem

    On time hybrid controlled Martingale problem von Bielecki, T.R.


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  7. 7
    Asymptotic analysis of stochastic manufacturing system with slow and fast machines

    Asymptotic analysis of stochastic manufacturing system with slow and fast machines von Bielecki, T.R., Filar, J.A., Gaitsgory, V.


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