A Generalised CVA with Funding and Collateral
Author:
Publisher
Elsevier BV
Reference13 articles.
1. Close-out convention tensions;D Brigo;Risk,2011
2. Partial differential equation representations of derivatives with counterparty risk and funding costs;C Burgard;The Journal of Credit Risk,2011
3. In the Balance
4. CVA and FVA with funding aware close outs
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