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A BSDE approach to fair bilateral pricing under endogenous collateralization

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Affiliation of Author(s):数学学院

Journal:Finance and Stochastics

First Author:Tianyang NIE

Indexed by:Journal paper

Correspondence Author:Marek RUTKOWSKI

Document Code:lw-179707

Volume:20

Issue:4

Page Number:855

Translation or Not:no

Date of Publication:2016-10-01

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