FAIR BILATERAL PRICES IN BERGMAN’S MODEL WITH EXOGENOUS COLLATERALIZATION
NIE, TIANYANG, RUTKOWSKI, MAREKVolume:
18
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s021902491550048x
Date:
November, 2015
File:
PDF, 336 KB
english, 2015