A model of credit risk based on cash flow. - Marek Capinski (Comput. Math. Appl., 2007)

Derivative pricing methodology in continuous-time models. - Marek Capinski; Ekkehard Kopp (Appl. Math. Lett., 2012)

No arbitrage in a simple credit risk model. - Marek Capinski; Tomasz Zastawniak (Appl. Math. Lett., 2014)