Counterparty Risk and Funding: A Tale of Two Puzzles
Stéphane Crépey
A Tale of Two Puzzles Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo. • for Part IV: Crépey, Jeanblanc, and Wu (2013) (Chapter 7); Bielecki, Cousin, Crépey, and Herbertsson (2013c,2013a, 2013b) and Bielecki and Crépey (2013) ...