Partial differential equation representations of derivatives with bilateral counterparty risk and funding costs
Year of publication: |
2011
|
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Authors: | Burgard, Christoph ; Kjaer, Mats |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 7.2011/12, 3, p. 75-93
|
Subject: | Derivat | Derivative | Analysis | Mathematical analysis | Theorie | Theory |
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