2024-03-28T11:45:15Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6635795
2016-10-07T08:52:17Z
35
60
91
Kim, Jinbeom; Leung, Tim
2016
6635795
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/06635795
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Eur. J. Oper. Res. 249, No. 2, 525-539 (2016).
91G20; 60H30; 91G40; 91G80; 35Q91
Pricing derivatives with counterparty risk and collateralization: a fixed point approach
j