Credit default swaps with and without counterparty and collateral adjustments (Q3145079): Difference between revisions

@@ Property / author @@
-Alexander Lipton-Lifschitz
@@ Property / author: Alexander Lipton-Lifschitz / rank @@
-Normal rank
@@ Property / author @@
+Alexander Lipton-Lifschitz
@@ Property / author: Alexander Lipton-Lifschitz / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442508.2011.571689
+Normal rank
@@ Property / OpenAlex ID @@
+W2015300183
@@ Property / OpenAlex ID: W2015300183 / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation
+Normal rank
@@ Property / cites work @@
+Two singular diffusion problems
@@ Property / cites work: Two singular diffusion problems / rank @@
+Normal rank
@@ Property / cites work @@
+Q2763689
@@ Property / cites work: Q2763689 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations to the non-central chi-square distribution
+Normal rank