bZXhWmIbOBjK4v68k8kjTgAhTWu1tCe46LHM0beJIKq9WJqDJ8lfTaQk8mHr
Current position: Home >> Scientific Research >> Paper Publications

A BSDE approach to fair bilateral pricing under endogenous collateralization

Hits:

Institution:数学学院

Title of Paper:A BSDE approach to fair bilateral pricing under endogenous collateralization

Journal:Finance and Stochastics

First Author:Tianyang NIE

Correspondence Author:Marek RUTKOWSKI

Document Code:lw-179707

Volume:20

Issue:4

Page Number:855

Translation or Not:No

Date of Publication:2016-10

Release Time:2016-10-01

Prev One:Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in the general case

Next One:Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in local case
Recommended Ph.D.Supervisor Recommended MA Supervisor

Copyright All Rights Reserved Shandong University Address: No. 27 Shanda South Road, Jinan City, Shandong Province, China: 250100
Information desk: (86) - 0531-88395114
On Duty Telephone: (86) - 0531-88364731 Construction and Maintenance: Information Work Office of Shandong University

Click:Times MOBILE Version
The Founding Time : ..
The Last Update Time : ..

Mobile phone sweep