Bergman, Piterbarg, and Beyond: Pricing Derivatives Under Collateralization and Differential Rates (Q3464672)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bergman, Piterbarg, and Beyond: Pricing Derivatives Under Collateralization and Differential Rates |
scientific article |
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Bergman, Piterbarg, and Beyond: Pricing Derivatives Under Collateralization and Differential Rates (English)
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27 January 2016
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derivatives
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collateralization
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differential rates
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funding, nonlinear pricing
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Black-Scholes
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binomial model
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