Binary funding impacts in derivative valuation (Q6054135)
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scientific article; zbMATH DE number 7742858
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Binary funding impacts in derivative valuation |
scientific article; zbMATH DE number 7742858 |
Statements
Binary funding impacts in derivative valuation (English)
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27 September 2023
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bilateral contracts
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BSDEs
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funding benefits
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Malliavin calculus
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nonlinear markets
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