BibTeX record journals/siamfm/CrepeySS20

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@article{DBLP:journals/siamfm/CrepeySS20,
  author       = {St{\'{e}}phane Cr{\'{e}}pey and
                  Wissal Sabbagh and
                  Shiqi Song},
  title        = {When Capital Is a Funding Source: The Anticipated Backward Stochastic
                  Differential Equations of X-Value Adjustments},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {11},
  number       = {1},
  pages        = {99--130},
  year         = {2020},
  url          = {https://doi.org/10.1137/19M1242781},
  doi          = {10.1137/19M1242781},
  timestamp    = {Tue, 16 Jun 2020 17:15:48 +0200},
  biburl       = {https://dblp.org/rec/journals/siamfm/CrepeySS20.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}