Pages that link to "Item:Q3460683"
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The following pages link to FAIR BILATERAL PRICES IN BERGMAN’S MODEL WITH EXOGENOUS COLLATERALIZATION (Q3460683):
Displayed 6 items.
- A BSDE approach to fair bilateral pricing under endogenous collateralization (Q331356) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- Arbitrage-free pricing of derivatives in nonlinear market models (Q2296111) (← links)
- Valuation and Hedging of Contracts with Funding Costs and Collateralization (Q2941474) (← links)
- BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (Q3178727) (← links)
- Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)
