1. Counterparty Credit Risk, Collateral and Funding;Brigo,2013
2. Counterparty Risk and Funding: A Tale of Two Puzzles;Crepey,2014
3. Counterparty Credit Risk and Credit Value Adjustment;Gregory,2012
4. Funding beyond discounting: collateral agreements and derivatives pricing;Piterbarg;Risk Mag.,2010
5. PDE representations of derivatives with bilateral counterparty risk and funding costs;Burgard;J. Credit Risk,2011