Fair bilateral pricing under funding costs and exogenous collateralization (Q4642734)
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scientific article; zbMATH DE number 6873737
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fair bilateral pricing under funding costs and exogenous collateralization |
scientific article; zbMATH DE number 6873737 |
Statements
Fair bilateral pricing under funding costs and exogenous collateralization (English)
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25 May 2018
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BSDE
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collateral
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fair pricing
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funding costs
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hedging
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PDE
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0.9015436172485352
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0.897350549697876
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0.8838973045349121
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0.8061963319778442
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0.781305730342865
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