| A BSDE approach to fair bilateral pricing under endogenous collateralization | |
| Nie, Tianyang; Rutkowski, Marek | |
| 刊名 | FINANCE AND STOCHASTICS
 |
| 2016 | |
| 卷号 | 20期号:4页码:855-900 |
| 关键词 | Collateral Fair pricing Funding costs |
| DOI | 10.1007/s00780-016-0306-2 |
| URL标识 | 查看原文 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4764342 |
| 专题 | 山东大学 |
| 作者单位 | 1.Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China. 2.Univ Sydney, Sch Math & Stat, Sydney, NSW 2006 |
| 推荐引用方式 GB/T 7714 | Nie, Tianyang,Rutkowski, Marek. A BSDE approach to fair bilateral pricing under endogenous collateralization[J]. FINANCE AND STOCHASTICS,2016,20(4):855-900. |
| APA | Nie, Tianyang,&Rutkowski, Marek.(2016).A BSDE approach to fair bilateral pricing under endogenous collateralization.FINANCE AND STOCHASTICS,20(4),855-900. |
| MLA | Nie, Tianyang,et al."A BSDE approach to fair bilateral pricing under endogenous collateralization".FINANCE AND STOCHASTICS 20.4(2016):855-900. |
| 个性服务 |
| 查看访问统计 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
修改评论