Tomasz R. Bielecki

Mathematical Models of Credit Risk

Monique Jeanblanc, Tomasz R. Bielecki, 2014 .

Fair estimation of capital risk allocation

Thorsten Schmidt, Igor Cialenco, Marcin Pitera, 2019 .

Modeling of Market Rates

Marek Rutkowski, Tomasz R. Bielecki, T. Bielecki, 2004 .

DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES

Igor Cialenco, Tomasz R. Bielecki, Rodrigo Rodriguez, 2012, 1205.4790.