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Financial modeling : a backward stochastic differential equations perspective
Crépey, Stéphane - 2013
Persistent link: https://www.econbiz.de/10009770436
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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