Matches in SemOpenAlex for { <https://semopenalex.org/work/W3125949245> ?p ?o ?g. }
Showing items 1 to 82 of
82
with 100 items per page.
- W3125949245 abstract "We develop a unified valuation theory that incorporates credit risk (defaults), collateralization and funding costs, by expanding the replication approach to a generality that has not yet been studied previously and reaching valuation when replication is not assumed. This unifying theoretical framework clarifies the relationship between the two valuation approaches: the adjusted cash flows approach pioneered for example by Brigo, Pallavicini and co-authors ([12, 13, 34]) and the classic replication approach illustrated for example by Bielecki and Rutkowski and co-authors ([3, 8]). In particular, results of this work cover most previous papers where the authors studied specific replication models." @default.
- W3125949245 created "2021-02-01" @default.
- W3125949245 creator A5005254246 @default.
- W3125949245 creator A5011626782 @default.
- W3125949245 creator A5041766874 @default.
- W3125949245 creator A5046416306 @default.
- W3125949245 creator A5072963915 @default.
- W3125949245 date "2018-02-01" @default.
- W3125949245 modified "2023-09-27" @default.
- W3125949245 title "Risk-neutral valuation under differential funding costs, defaults and collateralization" @default.
- W3125949245 hasPublicationYear "2018" @default.
- W3125949245 type Work @default.
- W3125949245 sameAs 3125949245 @default.
- W3125949245 citedByCount "1" @default.
- W3125949245 countsByYear W31259492452019 @default.
- W3125949245 crossrefType "posted-content" @default.
- W3125949245 hasAuthorship W3125949245A5005254246 @default.
- W3125949245 hasAuthorship W3125949245A5011626782 @default.
- W3125949245 hasAuthorship W3125949245A5041766874 @default.
- W3125949245 hasAuthorship W3125949245A5046416306 @default.
- W3125949245 hasAuthorship W3125949245A5072963915 @default.
- W3125949245 hasConcept C10138342 @default.
- W3125949245 hasConcept C105795698 @default.
- W3125949245 hasConcept C106159729 @default.
- W3125949245 hasConcept C12590798 @default.
- W3125949245 hasConcept C162118730 @default.
- W3125949245 hasConcept C162324750 @default.
- W3125949245 hasConcept C163428354 @default.
- W3125949245 hasConcept C175444787 @default.
- W3125949245 hasConcept C178350159 @default.
- W3125949245 hasConcept C186027771 @default.
- W3125949245 hasConcept C187736073 @default.
- W3125949245 hasConcept C2780767217 @default.
- W3125949245 hasConcept C2781223538 @default.
- W3125949245 hasConcept C33923547 @default.
- W3125949245 hasConcept C41008148 @default.
- W3125949245 hasConcept C69637215 @default.
- W3125949245 hasConcept C85106312 @default.
- W3125949245 hasConceptScore W3125949245C10138342 @default.
- W3125949245 hasConceptScore W3125949245C105795698 @default.
- W3125949245 hasConceptScore W3125949245C106159729 @default.
- W3125949245 hasConceptScore W3125949245C12590798 @default.
- W3125949245 hasConceptScore W3125949245C162118730 @default.
- W3125949245 hasConceptScore W3125949245C162324750 @default.
- W3125949245 hasConceptScore W3125949245C163428354 @default.
- W3125949245 hasConceptScore W3125949245C175444787 @default.
- W3125949245 hasConceptScore W3125949245C178350159 @default.
- W3125949245 hasConceptScore W3125949245C186027771 @default.
- W3125949245 hasConceptScore W3125949245C187736073 @default.
- W3125949245 hasConceptScore W3125949245C2780767217 @default.
- W3125949245 hasConceptScore W3125949245C2781223538 @default.
- W3125949245 hasConceptScore W3125949245C33923547 @default.
- W3125949245 hasConceptScore W3125949245C41008148 @default.
- W3125949245 hasConceptScore W3125949245C69637215 @default.
- W3125949245 hasConceptScore W3125949245C85106312 @default.
- W3125949245 hasLocation W31259492451 @default.
- W3125949245 hasOpenAccess W3125949245 @default.
- W3125949245 hasPrimaryLocation W31259492451 @default.
- W3125949245 hasRelatedWork W1530224611 @default.
- W3125949245 hasRelatedWork W1596034971 @default.
- W3125949245 hasRelatedWork W2020971601 @default.
- W3125949245 hasRelatedWork W2096521380 @default.
- W3125949245 hasRelatedWork W2155651912 @default.
- W3125949245 hasRelatedWork W2242286624 @default.
- W3125949245 hasRelatedWork W2436457014 @default.
- W3125949245 hasRelatedWork W2493534422 @default.
- W3125949245 hasRelatedWork W2557549539 @default.
- W3125949245 hasRelatedWork W2559399330 @default.
- W3125949245 hasRelatedWork W2605798294 @default.
- W3125949245 hasRelatedWork W2942115152 @default.
- W3125949245 hasRelatedWork W3105599219 @default.
- W3125949245 hasRelatedWork W3121763474 @default.
- W3125949245 hasRelatedWork W3122871287 @default.
- W3125949245 hasRelatedWork W3123962223 @default.
- W3125949245 hasRelatedWork W3124337315 @default.
- W3125949245 hasRelatedWork W3124954464 @default.
- W3125949245 hasRelatedWork W3125500620 @default.
- W3125949245 hasRelatedWork W3125827067 @default.
- W3125949245 isParatext "false" @default.
- W3125949245 isRetracted "false" @default.
- W3125949245 magId "3125949245" @default.
- W3125949245 workType "article" @default.