| Martingale Methods in Financial Modelling M Musiela, M Rutkowski Springer Science & Business Media, 2005 | 2964* | 2005 |
| Credit Risk: Modeling, Valuation and Hedging TR Bielecki, M Rutkowski Springer Science & Business Media, 2013 | 2115 | 2013 |
| Continuous-time term structure models: Forward measure approach M Musiela, M Rutkowski Finance and Stochastics 1 (4), 261-291, 1997 | 260 | 1997 |
| Modelling of default risk: An overview M Jeanblanc, M Rutkowski Mathematical Finance: Theory and Practice, 171-269, 2000 | 166 | 2000 |
| Hedging of defaultable claims TR Bielecki, M Jeanblanc, M Rutkowski Paris-Princeton Lectures on Mathematical Finance 2003, 1-132, 2004 | 150 | 2004 |
| Multiple ratings model of defaultable term structure TR Bielecki, M Rutkowski Mathematical Finance 10 (2), 125-139, 2000 | 103 | 2000 |
| Default risk and hazard process M Jeanblanc, M Rutkowski Mathematical Finance - Bachelier Congress 2000, 281-312, 2002 | 102 | 2002 |
| Matematyka finansowa. Instrumenty pochodne J Jakubowski, A Palczewski, M Rutkowski, Ł Stettner WNT, 2003 | 99 | 2003 |
| Modelling of default risk: Mathematical tools M Jeanblanc, M Rutkowski Preprint, 2000 | 94 | 2000 |
| Pricing and trading credit default swaps in a hazard process model TR Bielecki, M Jeanblanc, M Rutkowski | 89 | 2008 |
| Arbitrage pricing of defaultable game options with applications to convertible bonds TR Bielecki, S Crépey, M Jeanblanc, M Rutkowski Quantitative Finance 8 (8), 795-810, 2008 | 88 | 2008 |
| A note on the Flesaker-Hughston model of the term structure of interest rates M Rutkowski Applied Mathematical Finance 4 (3), 151-163, 1997 | 87 | 1997 |
| Valuation and hedging of contracts with funding costs and collateralization TR Bielecki, M Rutkowski SIAM Journal on Financial Mathematics 6 (1), 594-655, 2015 | 84 | 2015 |
| Modeling and valuation of credit risk TR Bielecki, M Jeanblanc, M Rutkowski Stochastic Methods in Finance, 27-126, 2004 | 69 | 2004 |
| PDE approach to valuation and hedging of credit derivatives TR Bielecki, M Jeanblanc, M Rutkowski Quantitative Finance 5 (3), 257-270, 2005 | 65 | 2005 |
| Defaultable game options in a hazard process model TR Bielecki, S Crépey, M Jeanblanc, M Rutkowski International Journal of Stochastic Analysis 2009 (1), 695798, 2009 | 61* | 2009 |
| Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates R Ahlip, M Rutkowski Quantitative Finance 13 (6), 955-966, 2013 | 56 | 2013 |
| Defaultable options in a Markovian intensity model of credit risk TR Bielecki, S Crépey, M Jeanblanc, M Rutkowski Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 56 | 2008 |
| Valuation of basket credit derivatives in the credit migrations environment TR Bielecki, S Crépey, M Jeanblanc, M Rutkowski Handbooks in Operations Research and Management Science 15, 471-507, 2007 | 56 | 2007 |
| Modeling of the defaultable term structure: Conditionally Markov approach TR Bielecki, M Rutkowski IEEE Transactions on Automatic Control 49 (3), 361-373, 2004 | 53 | 2004 |
Tomasz R. BieleckiProfessor of Applied Mathematics, Illinois Institute of TechnologyVerified email at iit.edu
