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

Modeling of the defaultable term structure: conditionally Markov approach. - Tomasz R. Bielecki; Marek Rutkowski (IEEE Trans. Autom. Control., 2004)

Arbitrage Pricing of Convertible Securities with Credit Risk. - Tomasz R. Bielecki; Stéphane Crépey; Monique Jeanblanc; Marek Rutkowski (CDC, 2006)

Hedging of a credit default swaption in the CIR default intensity model. - Tomasz R. Bielecki; Monique Jeanblanc; Marek Rutkowski (Finance Stochastics, 2011)

Valuation and Hedging of Contracts with Funding Costs and Collateralization. - Tomasz R. Bielecki; Marek Rutkowski (SIAM J. Financial Math., 2015)

A BSDE approach to fair bilateral pricing under endogenous collateralization. - Tianyang Nie; Marek Rutkowski (Finance Stochastics, 2016)

Arbitrage-free pricing of multi-person game claims in discrete time. - Ivan Guo; Marek Rutkowski (Finance Stochastics, 2017)

Funding, repo and credit inclusive valuation as modified option pricing. - Damiano Brigo; Cristin Buescu; Marek Rutkowski (Oper. Res. Lett., 2017)