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"Counterparty risk and funding: immersion and beyond."

Stéphane Crépey, Shiqi Song (2016)

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DOI: 10.1007/S00780-016-0305-3

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - journals/fs/CrepeyS16
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  - https://dblp.org/rec/journals/fs/CrepeyS16
Stéphane Crépey, Shiqi Song:
Counterparty risk and funding: immersion and beyond. Finance Stochastics 20(4): 901-930 (2016)

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