Subject
Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference50 articles.
1. Albanese, C., & Andersen, L. B. G. (2014). Accounting for OTC derivatives: Funding adjustments and the re-hypothecation option. https://ssrn.com/abstract=2482955.
2. Funding Value Adjustments;Andersen;Journal of Finance,2018
3. Backward-forward stochastic differential equations;Antonelli;The Annals of Applied Probability,1993
4. Weak solutions of forward-backward SDE’s;Antonelli;Stochastic Analysis and Applications,2003
5. Credit contagion in a network of firms with spatial interaction;Barro;European Journal of Operational Research,2010
Cited by
19 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