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Fair bilateral pricing under funding costs and exogenous collateralization

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Affiliation of Author(s):数学学院

Journal:Mathematical Finance

First Author:Tianyang NIE

Indexed by:Journal paper

Correspondence Author:Marek Rutkowski

Document Code:DA39CB58F2094BC6BBD012543B6D124F

Volume:28

Issue:2

Page Number:621

Translation or Not:no

Date of Publication:2018-04-01

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