Arbitrage-free pricing of derivatives in nonlinear market models von Bielecki, Tomasz R., Cialenco, Igor, Rutkowski, Marek

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Adaptive Robust Control under Model Uncertainty von Bielecki, Tomasz R., Chen, Tao, Cialenco, Igor, Cousin, Areski, Jeanblanc, Monique

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A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time von Bielecki, Tomasz R., Cialenco, Igor, Pitera, Marcin

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Risk filtering and risk-averse control of Markovian systems subject to model uncertainty von Bielecki, Tomasz R., Cialenco, Igor, Ruszczyński, Andrzej

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Semimartingales and shrinkage of filtration von Bielecki, Tomasz R., Jakubowski, Jacek, Jeanblanc, Monique, Niewęgłowski, Mariusz

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DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE von Bielecki, Tomasz R., Cialenco, Igor, Zhang, Zhao

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Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources von Bielecki, Tomasz R., Jakubowski, Jacek, Niewęgłowski, Mariusz

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Construction and Simulation of Generalized Multivariate Hawkes Processes von Bielecki, Tomasz R., Jakubowski, Jacek, Niewęgłowski, Mariusz

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A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK von BIELECKI, TOMASZ R., CIALENCO, IGOR, FENG, SHIBI

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TIME-INCONSISTENT MARKOVIAN CONTROL PROBLEMS UNDER MODEL UNCERTAINTY WITH APPLICATION TO THE MEAN-VARIANCE PORTFOLIO SELECTION von BIELECKI, TOMASZ R., CHEN, TAO, CIALENCO, IGOR

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Paris-Princeton Lectures on Mathematical Finance 2003 von Bielecki, Tomasz R, Björk, Tomas, Jeanblanc, Monique, Rutkowski, Marek, Scheinkman, José A, Xiong, Wei, Carmona, René A, Çnlar, Erhan, Ekeland, Ivar, Jouini, Elyès

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NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS von Bielecki, Tomasz R., Cialenco, Igor, Rodriguez, Rodrigo

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Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model von Bielecki, Tomasz R., Cousin, Areski, Crépey, Stéphane, Herbertsson, Alexander

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Pricing and Trading Credit Default Swaps in a Hazard Process Model von Bielecki, Tomasz R., Jeanblanc, Monique, Rutkowski, Marek

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CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION von Bielecki, Tomasz R., Jin, Hanqing, Pliska, Stanley R., Zhou, Xun Yu

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Dynamic Limit Growth Indices in Discrete Time von Bielecki, Tomasz R., Cialenco, Igor, Pitera, Marcin

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Fair estimation of capital risk allocation von Bielecki, Tomasz R, Cialenco, Igor, Pitera, Marcin, Schmidt, Thorsten

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Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity von Bielecki, Tomasz, Brigo, Damiano, Patras, Frederic

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PDE approach to valuation and hedging of credit derivatives von Bielecki, Tomasz R., Jeanblanc, Monique, Rutkowski, Marek

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Up and down credit risk von Bielecki, Tomasz R., Crépey, Stéphane, Jeanblanc, Monique

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