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Journal Articles Review of Derivatives Research Year : 2014

An overview of the valuation of collateralized derivative contracts

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Quantitative Finance [q-fin] Pricing of Securities [q-fin.PR] Quantitative Finance [q-fin] General Finance [q-fin.GN] Quantitative Finance [q-fin] Computational Finance [q-fin.CP]

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Submitted on : Thursday, May 26, 2022-4:04:09 PM

Last modification on : Wednesday, September 28, 2022-4:19:10 PM

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hal-03679423 , version 1 (26-05-2022)

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Jean-Paul Laurent, Philippe Amzelek, Joe Bonnaud. An overview of the valuation of collateralized derivative contracts. Review of Derivatives Research, 2014, 17 (3), pp.261-286. ⟨10.1007/s11147-014-9098-8⟩. ⟨hal-03679423⟩

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