Derivative pricing under asymmetric and imperfect collateralization and CVA

Author: Fujii Masaaki   Takahashi Akihiko  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.13, Iss.5, 2013-05, pp. : 749-768

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract