Authors: Bielecki, TR Rutkowski, M

Citation: Tr. Bielecki et M. Rutkowski, Credit risk modelling: Intensity based approach, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 399-457

Authors: Bielecki, TR Rutkowski, M

Citation: Tr. Bielecki et M. Rutkowski, Multiple ratings model of defaultable term structure, MATH FINANC, 10(2), 2000, pp. 125-139

Authors: Bielecki, TR Pliska, SR Sherris, M

Citation: Tr. Bielecki et al., Risk sensitive asset allocation, J ECON DYN, 24(8), 2000, pp. 1145-1177

Authors: Bielecki, TR Pliska, SR

Citation: Tr. Bielecki et Sr. Pliska, Risk-sensitive dynamic asset management, APPL MATH O, 39(3), 1999, pp. 337-360