| Fair bilateral pricing under funding costs and exogenous collateralization | |
| Nie, Tianyang; Rutkowski, Marek | |
| 刊名 | MATHEMATICAL FINANCE
 |
| 2018 | |
| 卷号 | 28期号:2页码:621-655 |
| 关键词 | BSDE collateral fair pricing funding costs hedging PDE |
| DOI | 10.1111/mafi.12145 |
| URL标识 | 查看原文 |
| 公开日期 | [db:dc_date_available] |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4583417 |
| 专题 | 山东大学 |
| 作者单位 | 1.Shandong Univ, Sch Math, Jinan, Shandong, Peoples R China. 2.Univ Sydney, Sch Math & Stat, Sydney, NSW 2006, Austr |
| 推荐引用方式 GB/T 7714 | Nie, Tianyang,Rutkowski, Marek. Fair bilateral pricing under funding costs and exogenous collateralization[J]. MATHEMATICAL FINANCE,2018,28(2):621-655. |
| APA | Nie, Tianyang,&Rutkowski, Marek.(2018).Fair bilateral pricing under funding costs and exogenous collateralization.MATHEMATICAL FINANCE,28(2),621-655. |
| MLA | Nie, Tianyang,et al."Fair bilateral pricing under funding costs and exogenous collateralization".MATHEMATICAL FINANCE 28.2(2018):621-655. |
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