Nonlinear valuation under credit, funding, and margins: existence, uniqueness, invariance, and disentanglement (Q1634318)
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scientific article; zbMATH DE number 6994597
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear valuation under credit, funding, and margins: existence, uniqueness, invariance, and disentanglement |
scientific article; zbMATH DE number 6994597 |
Statements
Nonlinear valuation under credit, funding, and margins: existence, uniqueness, invariance, and disentanglement (English)
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18 December 2018
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pricing
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valuation adjustments
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backward stochastic differential equations
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funding costs
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nonlinear valuation
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0.92707366
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0.8462049
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0.8422941
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0.8390566
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0.83724236
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0.8368457
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0.8309425
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