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Optimal trade execution under displaced diffusions dynamics across different risk criteria
Brigo, Damiano; Di Graziano, Giuseppe - In: Journal of financial engineering 1 (2014) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10010508077
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Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks
Brigo, Damiano; Pallavicini, Andrea - In: Journal of financial engineering 1 (2014) 1, pp. 1-60
Persistent link: https://www.econbiz.de/10010508128