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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Operations research letters"
~person:"Brigo, Damiano"
~person:"Emmerling, Thomas J."
~person:"Gombani, Andrea"
~subject:"Hedging"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Operations research letters
International journal of theoretical and applied finance
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Funding, repo and credit inclusive valuation as modified option pricing
Brigo, Damiano
;
Buescu, C.
;
Rutkowski, Marek
- In:
Operations research letters
45
(
2017
)
6
,
pp. 665-670
Persistent link: https://www.econbiz.de/10011783094
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