"Pricing derivatives with counterparty risk and collateralization: A fixed ..."

Jinbeom Kim, Tim Leung (2016)

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DOI: 10.1016/J.EJOR.2015.06.055

access: closed

type: Journal Article

metadata version: 2020-02-21

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Jinbeom Kim, Tim Leung:
Pricing derivatives with counterparty risk and collateralization: A fixed point approach. Eur. J. Oper. Res. 249(2): 525-539 (2016)

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