//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Crépey, Stéphane"
~subject:"Hedging"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"stochastic differential equation"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Hedging
Credit risk
3
Derivat
3
Derivative
3
Kreditrisiko
3
Theorie
3
Theory
3
Analysis
2
Mathematical analysis
2
Stochastic process
2
Stochastischer Prozess
2
backward stochastic differential equation
2
counterparty risk
2
funding costs
2
Counterparty risk
1
Interest rate derivative
1
Swap
1
Zinsderivat
1
arbitrage
1
backward stochastic differential equation (BSDE)
1
credit valuation adjustment
1
credit valuation adjustment (CVA)
1
debt valuation adjustment (DVA)
1
interest rate swap
1
liquidity valuation adjustment (LVA)
1
nonlinear pricing and hedging
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Crépey, Stéphane
Kohlmann, Michael
4
Hess, Markus
2
Leitner, Johannes
2
Tang, Shanjian
2
Shen, Yang
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->