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~isPartOf:"Operations research letters"
~person:"Hoerova, Marie"
~person:"Jarrow, Robert A."
~person:"Rutkowski, Marek"
~subject:"Derivat"
~subject:"Kreditsicherung"
~subject:"Risk measure"
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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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