Marek Musiela

Publication Activity (10 Years)

Years Active: 1997-2010
Publications (10 Years): 0

Publications

Marek Musiela, Thaleia Zariphopoulou
Portfolio Choice under Space-Time Monotone Performance Criteria. SIAM J. Financial Math. 1 (1) (2010)
Marek Musiela, Thaleia Zariphopoulou
An example of indifference prices under exponential preferences. Finance Stochastics 8 (2) (2004)
Marek Musiela, Thaleia Zariphopoulou
A valuation algorithm for indifference prices in incomplete markets. Finance Stochastics 8 (3) (2004)
Marek Musiela, Marek Rutkowski
Continuous-time term structure models: Forward measure approach. Finance Stochastics 1 (4) (1997)