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Disambiguation of "Rutkowski, Marek"

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A simple proof for the Kalman-Bucy smoothed estimate formula

. Statistics & Probability Letters, 17 (5): 377--385 (Aug 5, 1993)

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Marek Rutkowski

Frank Rutkowski

Günter Rutkowski

Tim Rutkowski

Rudi Rutkowski

 

Other publications of authors with the same name

PDE approach to valuation and hedging of credit derivatives, , and . Quantitative Finance, 5 (3): 257--270 (2005)Models of forward Libor and swap rates. Applied Mathematical Finance, 6 (1): 29--60 (1999)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)Continuous-time term structure models: Forward measure approach., and . Finance and Stochastics, 1 (4): 261-291 (1997)Modeling of the defaultable term structure: conditionally Markov approach., and . IEEE Trans. Automat. Contr., 49 (3): 361-373 (2004)Credit risk, and . Springer finance Springer, Berlin u.a., (2002)Arbitrage Pricing of Convertible Securities with Credit Risk., , , and . CDC, page 2889-2894. IEEE, (2006)Strong comparison of solutions of one-dimensional stochastic differential equations, and . Stochastic Processes and their Applications, 36 (2): 217--230 (December 1990)Local times of functions of continuous semimartingales, and . Stochastic Analysis and Applications, 13 (2): 211--231 (1995)