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Exact matches for:
- Author = Brigo D
1.
Brigo D, Buescu C, Francischello M, Pallavicini A, Rutkowski M
Damiano Brigo, Cristin Buescu, Marco Francischello, Andrea Pallavicini and Marek Rutkowski:
Nonlinear Valuation with XVAs: Two Converging Approaches,
Mathematics,
10
(2022),
791 (31 pages).
2.
Brigo D, Buescu C, Rutkowski M
D Brigo, C Buescu, M. Rutkowski:
Funding, repo and credit inclusive valuation as modified option pricing,
Operations Research Letters,
45
(2017),
665–670.
| Number of matches: 2 |