Output details
10 - Mathematical Sciences
Imperial College London
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Output 0 of 0 in the submission
Article title
ARBITRAGE-FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS
Type
D - Journal article
Title of journal
Mathematical Finance
Article number
-
Volume number
n/a
Issue number
-
First page of article
n/a
ISSN of journal
0960-1627
Year of publication
2012
URL
-
Number of additional authors
2
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
N - Mathematical Finance - Mathematical Finance
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-