Analysis of Nonlinear Valuation Equations Under Credit and Funding Effects

First Author: Brigo D

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/978-3-319-33446-2_2

Publication URI: http://dx.doi.org/10.1007/978-3-319-33446-2_2

Type: Book Chapter

Book Title: Innovations in Derivatives Markets (2016)

Page Reference: 37-52

ISSN: 21941017 21941009