A Risk-Sharing Framework of Bilateral Contracts (Q5112729)

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scientific article; zbMATH DE number 7209459
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A Risk-Sharing Framework of Bilateral Contracts
scientific article; zbMATH DE number 7209459

    Statements

    title
    A Risk-Sharing Framework of Bilateral Contracts (English)
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    DOI
    10.1137/19M1246365
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    author
    Junbeom Lee
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    Stephan Sturm
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    Chao Zhou
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    publication date
    8 June 2020
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    zbMATH DE Number
    7209459
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    zbMATH Keywords
    bilateral contracts
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    risk-sharing
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    piecewise concave utility
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    collateral
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    arXiv ID
    1901.03874
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    cites work
    Arbitrage‐free XVA
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    Robust XVA
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    Q5169724
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    Q4274285
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    OpenAlex ID
    W3017283989
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