Nonlinear valuation under credit, funding, and margins: Existence, uniqueness, invariance, and disentanglement
Brigo, Damiano, Francischello, Marco, Pallavicini, AndreaVolume:
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