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Disambiguation of "Rutkowski, Marek"

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Stochastic differential equations with singular drift

. Statistics & Probability Letters, 10 (3): 225--229 (August 1990)

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Marek Rutkowski

Günter Rutkowski

Frank Rutkowski

Gerhard Rutkowski

Tim Rutkowski

 

Other publications of authors with the same name

Models of forward Libor and swap rates. Applied Mathematical Finance, 6 (1): 29--60 (1999)PDE approach to valuation and hedging of credit derivatives, , and . Quantitative Finance, 5 (3): 257--270 (2005)Funding, repo and credit inclusive valuation as modified option pricing., , and . Oper. Res. Lett., 45 (6): 665-670 (2017)A simple proof for the Kalman-Bucy smoothed estimate formula. Statistics & Probability Letters, 17 (5): 377--385 (Aug 5, 1993)A note on the Flesaker-Hughston model of the term structure of interest rates. Applied Mathematical Finance, 4 (3): 151--163 (1997)Modeling of the defaultable term structure: conditionally Markov approach., and . IEEE Trans. Automat. Contr., 49 (3): 361-373 (2004)Valuation and Hedging of Contracts with Funding Costs and Collateralization., and . SIAM J. Financial Math., 6 (1): 594-655 (2015)Arbitrage-free pricing of multi-person game claims in discrete time., and . Finance and Stochastics, 21 (1): 111-155 (2017)Continuous-time term structure models: Forward measure approach., and . Finance and Stochastics, 1 (4): 261-291 (1997)Credit risk, and . Springer finance Springer, Berlin u.a., (2002)