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A note on discounting and funding value adjustments for derivatives
Han, Meng; He, Yeqi; Zhang, Hu - In: Journal of financial engineering 1 (2014) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10010508101
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Heavy-tailed features and dependence in limit order book volume profiles in futures markets
Richards, Kylie-Anne; Peters, Gareth W.; Dunsmuir, … - In: International journal of financial engineering 2 (2015) 3, pp. 1-56
Persistent link: https://www.econbiz.de/10011403201