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person:"Giraud, Gaël"
~person:"Agarwal, Sumit"
~person:"Rutkowski, Marek"
~type_genre:"Aufsatz in Zeitschrift"
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ECONIS (ZBW)
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1
Fair bilateral pricing under funding costs and exogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 621-655
Persistent link: https://www.econbiz.de/10011969093
Saved in:
2
Funding, repo and credit inclusive valuation as modified option pricing
Brigo, Damiano
;
Buescu, C.
;
Rutkowski, Marek
- In:
Operations research letters
45
(
2017
)
6
,
pp. 665-670
Persistent link: https://www.econbiz.de/10011783094
Saved in:
3
A BSDE approach to fair bilateral pricing under endogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 855-900
Persistent link: https://www.econbiz.de/10011569868
Saved in:
4
Debt-deflation versus the liquidity trap : the dilemma of nonconventional monetary policy
Giraud, Gaël
;
Pottier, Antonin
- In:
Economic theory : official journal of the Society for …
62
(
2016
)
1/2
,
pp. 383-408
Persistent link: https://www.econbiz.de/10011554283
Saved in:
5
Collateral pledge, sunk-cost fallacy and mortgage default
Agarwal, Sumit
;
Green, Richard K.
;
Rosenblatt, Eric
; …
- In:
Journal of financial intermediation
24
(
2015
)
4
,
pp. 636-652
Persistent link: https://www.econbiz.de/10011526286
Saved in:
6
Collateral valuation and borrower financial constraints : evidence from the residential real estate market
Agarwal, Sumit
;
Ben-David, Itzhak
;
Yao, Wenxiong
- In:
Management science : journal of the Institute for …
61
(
2015
)
9
,
pp. 2220-2240
Persistent link: https://www.econbiz.de/10011372430
Saved in:
7
Fair bilateral prices in Bergman’s model with exogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011404379
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