A BSDE approach to fair bilateral pricing under endogenous collateralization
Crossref DOI link: https://doi.org/10.1007/s00780-016-0306-2
Published Online: 2016-07-18
Published Print: 2016-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nie, Tianyang
Rutkowski, Marek
License valid from 2016-07-18
