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~person:"Crépey, Stéphane"
~person:"Giribone, Pier Giuseppe"
~person:"Lim, Thomas"
~subject:"funding costs"
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funding costs
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backward stochastic differential equation
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Crépey, Stéphane
Giribone, Pier Giuseppe
Lim, Thomas
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
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Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
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