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Risk-Neutral Valuation Under Differential Funding Costs, Defaults and Collateralization
Brigo, Damiano, Buescu, Cristin, Francischello, Marco, Pallavicini, Andrea, Rutkowski, MarekYear:
2018
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3131352
File:
PDF, 534 KB
english, 2018