Pages that link to "Item:Q3464672"
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The following pages link to Bergman, Piterbarg, and Beyond: Pricing Derivatives Under Collateralization and Differential Rates (Q3464672):
Displaying 9 items.
- Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114) (← links)
- A BSDE approach to fair bilateral pricing under endogenous collateralization (Q331356) (← links)
- A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- Probabilistic error analysis for some approximation schemes to optimal control problems (Q2173064) (← links)
- Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
- FAIR BILATERAL PRICES IN BERGMAN’S MODEL WITH EXOGENOUS COLLATERALIZATION (Q3460683) (← links)
- Pricing collateralized derivatives with an arbitrary numeraire (Q5109974) (← links)
- (Q5297851) (← links)