Pages that link to "Item:Q5109974"
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The following pages link to Pricing collateralized derivatives with an arbitrary numeraire (Q5109974):
Displaying 3 items.
- Pricing \(k\)th realization derivatives and collateralized debt obligation with multivariate Fréchet copula (Q335566) (← links)
- A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
- Statistical arbitrage with default and collateral (Q991350) (← links)