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Damiano Brigo
Professor
506
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Research output
(53)
Projects
(1)
Activities
(21)
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(7)
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(1)
Research output
42
Article
3
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2
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2
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4
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2
Featured article
1
Preprint
1
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Research output per year
Research output per year
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2012
Illustrating a problem in the self-financing condition in two 2010-2011 papers on funding, collateral and discounting
Brigo, D.
,
Buescu, C.
, Pallavicini, A. & Liu, Q.,
10 Jul 2012
.
Research output
:
Working paper/Preprint
›
Preprint
File
Self-Financing
100%
Credit Risk
100%
Price
14%
Derivative Pricing
14%
Credit
14%
256
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