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An overview of the valuation of collateralized derivative contracts

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https://hal-paris1.archives-ouvertes.fr/hal-03679423
Contributor : Jean-Paul LAURENT Connect in order to contact the contributor
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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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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