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Numerical methods in finance : Bordeaux, June 2010
Carmona, René (ed.); Del Moral, Pierre (ed.); Hu, Peng (ed.) - 2012
Persistent link: https://www.econbiz.de/10009532927
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Interest rate models : an infinite dimensional stochastic analysis perspective
Carmona, René; Tehranchi, Michael R. - 2006
Persistent link: https://www.econbiz.de/10003042088
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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