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

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