Valuation and hedging of contracts with funding costs and collateralization (Q2941474)
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scientific article; zbMATH DE number 6476808
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuation and hedging of contracts with funding costs and collateralization |
scientific article; zbMATH DE number 6476808 |
Statements
Valuation and Hedging of Contracts with Funding Costs and Collateralization (English)
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28 August 2015
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nonlinear valuation and hedging
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arbitrage
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funding bases
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collateral
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BSDE
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0.7695581912994385
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0.7589388489723206
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0.7474446892738342
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0.7458657622337341
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