Marek Musiela

Available identifiers

zbMath Open musiela.marekMaRDI QIDQ689166

List of research outcomes

Publication	Date of Publication	Type
Stochastic Partial Differential Equations and Portfolio Choice	2011-05-31	Paper
INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA	2011-03-30	Paper
Portfolio Choice under Space-Time Monotone Performance Criteria	2010-06-01	Paper
Optimal Asset Allocation under Forward Exponential Performance Criteria	2009-05-22	Paper
Portfolio choice under dynamic investment performance criteria	2009-04-20	Paper
https://portal.mardi4nfdi.de/entity/Q3613974	2009-03-16	Paper
https://portal.mardi4nfdi.de/entity/Q5506195	2009-01-28	Paper
Correlations and bounds for stochastic volatility models	2007-04-19	Paper
Convexity of solutions of parabolic equations	2006-08-14	Paper
https://portal.mardi4nfdi.de/entity/Q5475444	2006-06-19	Paper
A valuation algorithm for indifference prices in incomplete markets	2005-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q3160513	2005-02-09	Paper
Martingale methods in financial modelling.	2005-01-11	Paper
An example of indifference prices under exponential preferences	2004-11-24	Paper
https://portal.mardi4nfdi.de/entity/Q2771110	2003-02-06	Paper
https://portal.mardi4nfdi.de/entity/Q4218388	1999-05-25	Paper
A MULTIFACTOR GAUSS MARKOV IMPLEMENTATION OF HEATH, JARROW, AND MORTON	1998-01-21	Paper
Continuous-time term structure models: Forward measure approach	1997-12-11	Paper
https://portal.mardi4nfdi.de/entity/Q4350437	1997-09-02	Paper
The Market Model of Interest Rate Dynamics	1997-01-01	Paper
General framework for pricing derivative securities	1995-03-20	Paper
A generalization of the Kalman filter to models with infinite variance	1994-07-14	Paper
On the existence and characterization of arbitrage–free measure in contingent claim valuation	1994-04-06	Paper
Laws of large numbers for semimartingales with applications to stochastic regression	1989-01-01	Paper
Order of convergence of regression parameter estimates in models with infinite variance	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4729190	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3784925	1988-01-01	Paper
Strong consistency of least squares estimates in linear regression models driven by semimartingales	1987-01-01	Paper
A strong law of large numbers for vector Gaussian martingales and a statistical application in linear regression	1987-01-01	Paper
On Kac functionals of one-dimensional diffusions	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3709716	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3744975	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3217387	1985-01-01	Paper
Divergence, convergence and moments of some integral functionals of diffusions	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3734867	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3809085	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3680005	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5185866	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3217378	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3953036	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3909766	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4749046	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3915864	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3915865	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3880131	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4121344	1977-01-01	Paper
Sequential estimation of parameters of a staochastic differential equation	1977-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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