BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART I: PRICING (Q5175221): Difference between revisions

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-.1111/mafi.12004
@@ Property / DOI: 10.1111/mafi.12004 / rank @@
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+VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL
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+Convertible Bonds in a Defaultable Diffusion Model
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+Pricing and trading credit default swaps in a hazard process model
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+Credit risk: Modelling, valuation and hedging
@@ Property / cites work: Credit risk: Modelling, valuation and hedging / rank @@
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+Q3515750
@@ Property / cites work: Q3515750 / rank @@
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+Hedging options for a large investor and forward-backward SDE's
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+Backward Stochastic Differential Equations in Finance
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+Derivative pricing under asymmetric and imperfect collateralization and CVA
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+Forward-backward systems for expected utility maximization
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+Forward-backward stochastic differential equations and their applications
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+.1111/MAFI.12004
@@ Property / DOI: 10.1111/MAFI.12004 / rank @@
+Normal rank