Tomasz R Bielecki

Tomasz R Bielecki

Illinois Institute of Technology - Chicago / United States
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1424244
person_outline Tomasz R Bielecki's MOST POPULAR ARTICLES
1-) Nonlinear expectations, nonlinear evaluations and risk measures Stochastic Methods in Finance: Lectures given at the CIME-EMS Summer School …, 2004
2-) Continuous‐time mean‐variance portfolio selection with bankruptcy prohibition Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005
3-) Risk-sensitive dynamic asset management Applied Mathematics and Optimization 39, 337-360, 1999
4-) Hedging of defaultable claims Paris-Princeton Lectures on Mathematical Finance 2003, 1-132, 2004
5-) Hedging of defaultable claimsTR Bielecki, T Björk, M Jeanblanc, M Rutkowski, JA Scheinkman, W Xiong, ...Paris-Princeton Lectures on Mathematical Finance 2003, 1-132, 20041432004