1. Bielecki, T.R., Rutkowski, M.: Credit Risk: Modeling, Valuation and Hedging. Springer, Heidelberg (2002)
2. Bielecki, T.R., Jeanblanc-Picqué, M., Rutkowski, M.: Credit Risk Modeling. Osaka University Press, Osaka (2009)
3. Brigo, D., Pallavicini, A.: Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks. J. Financ. Eng. 1(1), 1–60 (2014)
4. Bielecki, T.R., Rutkowski, M.: Valuation and hedging of contracts with funding costs and collateralization. arXiv preprint arXiv:1405.4079 (2014)
5. Brigo, D., Liu, Q., Pallavicini, A., Sloth, D.: Nonlinear valuation under collateral, credit risk and funding costs: a numerical case study extending Black–Scholes. arXiv preprint at arXiv:1404.7314 . A refined version of this report by the same authors is being published in this same volume