Pages that link to "Item:Q507677"
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The following pages link to A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677):
Displaying 11 items.
- A BSDE approach to fair bilateral pricing under endogenous collateralization (Q331356) (← links)
- Applications of anticipated BSDEs driven by time-changing Lévy noises (Q343547) (← links)
- A fully non-linear PDE problem from pricing CDS with counterparty risk (Q449295) (← links)
- Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions (Q517975) (← links)
- Estimating the counterparty risk exposure by using the Brownian motion local time (Q2011920) (← links)
- A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
- BSDEs of counterparty risk (Q2347456) (← links)
- A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
- Gaussian estimates on networks with dynamic stochastic boundary conditions (Q2974261) (← links)
- Fair bilateral pricing under funding costs and exogenous collateralization (Q4642734) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
