Nonlinear valuation under credit, funding, and margins:...

Nonlinear valuation under credit, funding, and margins: Existence, uniqueness, invariance, and disentanglement

Brigo, Damiano, Francischello, Marco, Pallavicini, Andrea
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Volume:
274
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2018.10.046
Date:
April, 2019
File:
PDF, 825 KB
english, 2019
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