Marek Musiela

According to our database, Marek Musiela authored at least 5 papers between 1984 and 2010.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2010

Portfolio Choice under Space-Time Monotone Performance Criteria.

Marek Musiela, Thaleia Zariphopoulou

SIAM J. Financial Math., 2010

2004

A valuation algorithm for indifference prices in incomplete markets.

Marek Musiela, Thaleia Zariphopoulou

Finance Stochastics, 2004

An example of indifference prices under exponential preferences.

Marek Musiela, Thaleia Zariphopoulou

Finance Stochastics, 2004

1997

Continuous-time term structure models: Forward measure approach.

Marek Musiela, Marek Rutkowski

Finance Stochastics, 1997

1984

Processus de diffusion : aspects probabilistes et statistiques. (Diffusion processes: probalistic and statistical points of view).

Marek Musiela

, 1984