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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of financial engineering"
~person:"Brigo, Damiano"
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Brigo, Damiano
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International journal of financial engineering
Journal of financial engineering
International journal of theoretical and applied finance
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Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks
Brigo, Damiano
;
Pallavicini, Andrea
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-60
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