Nonlinear valuation under credit, funding, and margins: existence, uniqueness, invariance, and disentanglement (Q1634318)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear valuation under credit, funding, and margins: existence, uniqueness, invariance, and disentanglement |
scientific article |
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Nonlinear valuation under credit, funding, and margins: existence, uniqueness, invariance, and disentanglement (English)
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18 December 2018
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pricing
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valuation adjustments
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backward stochastic differential equations
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funding costs
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nonlinear valuation
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