Processus de diffusion : aspects probabilistes et statistiques. (Diffusion processes: probalistic and statistical points of view). - Marek Musiela (1984)

Continuous-time term structure models: Forward measure approach. - Marek Musiela; Marek Rutkowski (Finance Stochastics, 1997)

An example of indifference prices under exponential preferences. - Marek Musiela; Thaleia Zariphopoulou (Finance Stochastics, 2004)

A valuation algorithm for indifference prices in incomplete markets. - Marek Musiela; Thaleia Zariphopoulou (Finance Stochastics, 2004)

Portfolio Choice under Space-Time Monotone Performance Criteria. - Marek Musiela; Thaleia Zariphopoulou (SIAM J. Financial Math., 2010)