Bielecki, Tomasz R.; Crépey, Stéphane Dynamic hedging of counterparty exposure. (English) Zbl 1418.91563 Kabanov, Yuri (ed.) et al., Inspired by finance. The Musiela Festschrift. Cham: Springer. 47-71 (2014). MSC: 91G40 91G10 62P05 62H05 91G20 PDFBibTeX XMLCite \textit{T. R. Bielecki} and \textit{S. Crépey}, in: Inspired by finance. The Musiela Festschrift. Cham: Springer. 47--71 (2014; Zbl 1418.91563) Full Text: DOI
Crépey, Stéphane; Bielecki, Tomasz R. [Brigo, Damiano] Counterparty risk and funding. A tale of two puzzles. With an introductory dialogue by Damiano Brigo. (English) Zbl 1294.91005 Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-1-4665-1645-8/hbk). xxi, 365 p. (2014). Reviewer: Tomáš Cipra (Praha) MSC: 91-02 91G40 91B30 91B24 91G10 91G20 91G80 60H30 PDFBibTeX XMLCite \textit{S. Crépey} and \textit{T. R. Bielecki}, Counterparty risk and funding. A tale of two puzzles. With an introductory dialogue by Damiano Brigo. Boca Raton, FL: CRC Press (2014; Zbl 1294.91005)
Bielecki, Tomasz R.; Cialenco, Igor; Iyigunler, Ismail Collateralized CVA valuation with rating triggers and credit migrations. (English) Zbl 1301.91052 Int. J. Theor. Appl. Finance 16, No. 2, Article ID 1350009, 32 p. (2013). MSC: 91G20 91B30 91G40 62P05 PDFBibTeX XMLCite \textit{T. R. Bielecki} et al., Int. J. Theor. Appl. Finance 16, No. 2, Article ID 1350009, 32 p. (2013; Zbl 1301.91052) Full Text: DOI arXiv
Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique Up and down credit risk. (English) Zbl 1201.91212 Quant. Finance 10, No. 10, 1137-1151 (2010). MSC: 91G40 91G20 91G10 PDFBibTeX XMLCite \textit{T. R. Bielecki} et al., Quant. Finance 10, No. 10, 1137--1151 (2010; Zbl 1201.91212) Full Text: DOI