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- Publication Date of Publication Type O-SII designation and deposit funding costs 2020-07-07 Paper...10 bytes (16 words) - 17:31, 6 October 2023
- Jump-Diffusion Hybrid Model 2018-09-18 Paper Fair bilateral pricing under funding costs and exogenous collateralization 2018-05-25 Paper Modeling of the Defaultable...10 bytes (16 words) - 00:40, 9 December 2023
- Type PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS 2014-08-08 Paper Valuation of the prepayment option of a perpetual corporate...10 bytes (16 words) - 13:54, 6 October 2023
- de/entity/Q5127497 2020-10-27 Paper Pricing and hedging vulnerable option with funding costs and collateral 2018-08-24 Paper...10 bytes (16 words) - 20:04, 24 September 2023
- Publication Date of Publication Type LIQUIDITY RISK, INSTEAD OF FUNDING COSTS, LEADS TO A VALUATION ADJUSTMENT FOR DERIVATIVES AND OTHER ASSETS 2015-05-11...10 bytes (18 words) - 12:03, 24 September 2023
- Heterogeneous Input Constraints 2018-08-07 Paper Fair bilateral pricing under funding costs and exogenous collateralization 2018-05-25 Paper Connection between MP...10 bytes (16 words) - 10:39, 6 October 2023
- DISCRETE-TIME MARKETS WITH TRANSACTION COSTS 2015-10-20 Paper Valuation and Hedging of Contracts with Funding Costs and Collateralization 2015-08-28 Paper...10 bytes (19 words) - 00:39, 9 December 2023
- Paper PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS 2014-08-08 Paper Valuation of the prepayment option of a perpetual corporate...10 bytes (17 words) - 15:27, 11 December 2023
- Defaults 2020-03-11 Paper Portfolio optimization of credit swap under funding costs 2020-02-17 Paper Optimal credit investment and risk control for an insurer...10 bytes (17 words) - 15:32, 11 December 2023
- W. Shiu, July 2006 2022-01-10 Paper On a dividend problem with random funding 2020-03-06 Paper Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg...10 bytes (17 words) - 03:51, 12 December 2023
- Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model 2017-05-24 Paper https://portal.mardi4nfdi.de/entity/Q2825065...10 bytes (17 words) - 02:29, 12 December 2023
- conflict dynamics in supervised work groups 2022-01-06 Paper Third party funding: the minimum claim value 2021-11-09 Paper Binary choices dynamics with quantum...10 bytes (16 words) - 16:13, 11 December 2023
- BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART I: PRICING 2015-02-20 Paper BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA 2015-02-20...10 bytes (16 words) - 10:39, 6 October 2023
- in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes 2014-08-12 Paper...10 bytes (18 words) - 22:50, 8 December 2023
- and proportional transaction costs 2014-06-30 Paper Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational...10 bytes (18 words) - 00:04, 12 December 2023
- Paper Competitive location and pricing on a line with metric transportation costs 2020-01-08 Paper On envy-free perfect matching 2019-05-17 Paper Worst-case...10 bytes (18 words) - 11:47, 8 December 2023
- capital injection strategy with excess-of-loss reinsurance and transaction costs 2019-02-05 Paper Optimal quota-share reinsurance based on the mutual benefit...10 bytes (17 words) - 13:23, 8 December 2023
- 1994-03-24 Paper Resource-constrained multi-project scheduling with tardy costs: Comparing myopic, bottleneck, and resource pricing heuristics 1993-06-29...10 bytes (18 words) - 11:16, 12 December 2023
- continuously deteriorating products using linear and exponential penalty costs 1993-12-20 Paper Approximate solutions of capacitated fixed-charge minimum...10 bytes (16 words) - 16:49, 9 December 2023
- and proportional transaction costs 2014-06-30 Paper A VaR Black–Litterman model for the construction of absolute return fund-of-funds 2013-03-14 Paper Pattern-Based...10 bytes (18 words) - 20:27, 9 December 2023
