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Fair bilateral pricing under funding costs and exogenous collateralization

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Institution:数学学院

Title of Paper:Fair bilateral pricing under funding costs and exogenous collateralization

Journal:Mathematical Finance

First Author:Tianyang NIE

Correspondence Author:Marek Rutkowski

Document Code:DA39CB58F2094BC6BBD012543B6D124F

Volume:28

Issue:2

Page Number:621

Translation or Not:No

Date of Publication:2018-04

Release Time:2019-04-13

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