Pages that link to "Item:Q4642734"
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The following pages link to Fair bilateral pricing under funding costs and exogenous collateralization (Q4642734):
Displaying 6 items.
- A BSDE approach to fair bilateral pricing under endogenous collateralization (Q331356) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- Arbitrage-free pricing of derivatives in nonlinear market models (Q2296111) (← links)
- Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
- Valuation and Hedging of Contracts with Funding Costs and Collateralization (Q2941474) (← links)
- FAIR BILATERAL PRICES IN BERGMAN’S MODEL WITH EXOGENOUS COLLATERALIZATION (Q3460683) (← links)
