Valuation and Hedging of Contracts with Funding Costs and Collateralization (Q2941474)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation and Hedging of Contracts with Funding Costs and Collateralization |
scientific article |
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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