"Valuation and Hedging of Contracts with Funding Costs and Collateralization."

Tomasz R. Bielecki, Marek Rutkowski (2015)

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DOI: 10.1137/130928819

access: closed

type: Journal Article

metadata version: 2018-11-02

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Tomasz R. Bielecki, Marek Rutkowski:
Valuation and Hedging of Contracts with Funding Costs and Collateralization. SIAM J. Financial Math. 6(1): 594-655 (2015)

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