| Credit risk: modeling, valuation and hedging TR Bielecki, M Rutkowski Springer Science & Business Media, 2013 | 2052 | 2013 |
| Nonlinear expectations, nonlinear evaluations and risk measures K Back, TR Bielecki, C Hipp, S Peng, W Schachermayer, S Peng Stochastic Methods in Finance: Lectures given at the CIME-EMS Summer School …, 2004 | 406 | 2004 |
| Continuous‐time mean‐variance portfolio selection with bankruptcy prohibition TR Bielecki, H Jin, SR Pliska, XY Zhou Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 401 | 2005 |
| Risk-sensitive dynamic asset management TR Bielecki, SR Pliska Applied Mathematics and Optimization 39, 337-360, 1999 | 367 | 1999 |
| Hedging of defaultable claims TR Bielecki, T Björk, M Jeanblanc, M Rutkowski, JA Scheinkman, W Xiong, ... Paris-Princeton Lectures on Mathematical Finance 2003, 1-132, 2004 | 138 | 2004 |
| Counterparty risk and funding: A tale of two puzzles S Crépey, TR Bielecki, D Brigo Chapman and Hall/CRC, 2014 | 133 | 2014 |
| Heterogeneous beliefs, speculation and trading in financial markets TR Bielecki, T Björk, M Jeanblanc, M Rutkowski, JA Scheinkman, W Xiong, ... Paris-Princeton lectures on mathematical finance 2003, 217-250, 2004 | 133 | 2004 |
| Risk sensitive asset management with transaction costs TR Bielecki, SR Pliska Finance and Stochastics 4, 1-33, 2000 | 126 | 2000 |
| Portfolio optimization with a defaultable security TR Bielecki, I Jang Asia-Pacific Financial Markets 13, 113-127, 2006 | 103 | 2006 |
| Multiple ratings model of defaultable term structure TR Bielecki, M Rutkowski Mathematical Finance 10 (2), 125-139, 2000 | 99 | 2000 |
| Algorithms for singularly perturbed limiting average Markov control problems M Abbad, JA Filar, TR Bielecki 29th IEEE Conference on Decision and Control, 1402-1407, 1990 | 98 | 1990 |
| Risk sensitive asset allocation TR Bielecki, SR Pliska, M Sherris Journal of Economic Dynamics and Control 24 (8), 1145-1177, 2000 | 92 | 2000 |
| Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management T Bielecki, D Hernández-Hernández, SR Pliska Mathematical Methods of Operations Research 50, 167-188, 1999 | 91 | 1999 |
| Pricing and trading credit default swaps in a hazard process model TR Bielecki, M Jeanblanc, M Rutkowski | 87 | 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 | 86 | 2008 |
| Risk-sensitive ICAPM with application to fixed-income management TR Bielecki, SR Pliska IEEE Transactions on automatic control 49 (3), 420-432, 2004 | 85 | 2004 |
| Valuation and hedging of contracts with funding costs and collateralization TR Bielecki, M Rutkowski SIAM Journal on Financial Mathematics 6 (1), 594-655, 2015 | 80 | 2015 |
| Up and down credit risk TR Bielecki, S Crépey, M Jeanblanc Quantitative Finance 10 (10), 1137-1151, 2010 | 80 | 2010 |
| Stochastic control with application in insurance K Back, TR Bielecki, C Hipp, S Peng, W Schachermayer, C Hipp Stochastic Methods in Finance: Lectures given at the CIME-EMS Summer School …, 2004 | 79 | 2004 |
| CVA computation for counterparty risk assessment in credit portfolios S Assefa, TR Bielecki, S Crépey, M Jeanblanc Credit risk frontiers, 397-436, 2011 | 75 | 2011 |
