검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
Locally Risk-Minimizing Hedging of Counterparty Risk for Portfolio of Credit Derivatives Bo LJ, Ceci C Applied Mathematics and Optimization, 82(2), 799, 2020 |
| 2 |
Dynamic Investment and Counterparty Risk Bo LJ, Capponi A Applied Mathematics and Optimization, 77(1), 1, 2018 |
| 3 |
A MULTIDIMENSIONAL EXPONENTIAL UTILITY INDIFFERENCE PRICING MODEL WITH APPLICATIONS TO COUNTERPARTY RISK Henderson V, Liang GC SIAM Journal on Control and Optimization, 54(2), 690, 2016 |