European Options in a Nonlinear Incomplete Market Model with Default (Q5131411): Difference between revisions

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+Valuation and Hedging of Contracts with Funding Costs and Collateralization
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+Analysis of Nonlinear Valuation Equations Under Credit and Funding Effects
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+BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART I: PRICING
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+BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA
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+American options in an imperfect complete market with default
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+W4248311930
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