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"Nonlinear valuation under credit, funding, and margins: Existence, ..."

Damiano Brigo, Marco Francischello, Andrea Pallavicini (2019)

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DOI: 10.1016/J.EJOR.2018.10.046

access: closed

type: Journal Article

metadata version: 2021-10-14

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  - https://dblp.org/rec/journals/eor/BrigoFP19
Damiano Brigo, Marco Francischello, Andrea Pallavicini:
Nonlinear valuation under credit, funding, and margins: Existence, uniqueness, invariance, and disentanglement. Eur. J. Oper. Res. 274(2): 788-805 (2019)

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