Author:
Burgard Christoph,Kjaer Mats
Reference3 articles.
1. Funding beyond discounting: Collateral agreements and derivatives pricing;V Piterbarg;Risk,2010
2. Partial differential equation representations of derivatives with counterparty risk and funding costs;C Burgard;The Journal of Credit Risk,2011
Cited by
61 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献