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~isPartOf:"International journal of theoretical and applied finance"
~person:"Capponi, Agostino"
~person:"Scaillet, Olivier"
~subject:"Credit risk"
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Capponi, Agostino
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
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