Title
Valuation of over-the-counter derivatives with collateralization
Publisher
University of Minnesota. Institute for Mathematics and Its Applications
Series/Report Number
IMA Preprint Series;
2403
Description
1 online resource (PDF, 22 pages)
Suggested Citation
Guerrero, L.; Jin, S.; Koepke, H.; Negahdary, E.; Wang, B.; Zhao, T.; He, Ritchie.
(2012).
Valuation of over-the-counter derivatives with collateralization.
University of Minnesota. Institute for Mathematics and Its Applications.
Retrieved from the University of Minnesota Digital Conservancy,
https://hdl.handle.net/11299/181223.