A New Model for Pricing Collateralized OTC Derivatives
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DOI: 10.31219/osf.io/dh9mr
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- Xiao, Tim, 2017. "A New Model for Pricing Collateralized OTC Derivatives," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 24(4), pages 8-20.
- Xiao, Tim, 2017. "A New Model for Pricing Collateralized OTC Derivatives," FrenXiv am8zy, Center for Open Science.
- Xiao, Tim, 2017. "A New Model for Pricing Collateralized OTC Derivatives," arabixiv.org b9vg8, Center for Open Science.
References listed on IDEAS
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- Xiao, Tim, 2015. "An Efficient Lattice Algorithm For The Libor Market Model," arabixiv.org fvtxd, Center for Open Science.
- Xiao, Tim, 2015. "An Efficient Lattice Algorithm For The Libor Market Model," SocArXiv qmh9c, Center for Open Science.
- Tim Xiao, 2011. "An Efficient Lattice Algorithm for the LIBOR Market Model," Post-Print hal-02024141, HAL.
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Citations
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Cited by:
- Xiao, Tim, 2018.
"The Valuation of Credit Default Swap with Counterparty Risk and Collateralization,"
EconStor Preprints
203447, ZBW - Leibniz Information Centre for Economics.
- Xiao, Tim, 2019. "The Valuation of Credit Default Swap with Counterparty Risk and Collateralization," FrenXiv 6m73z, Center for Open Science.
- Xiao, Tim, 2019. "The Valuation of Credit Default Swap with Counterparty Risk and Collateralization," SocArXiv 3pzyv, Center for Open Science.
- Tim Xiao, 2019. "The Valuation of Credit Default Swap with Counterparty Risk and Collateralization," Working Papers hal-02174170, HAL.
- Xiao, Tim, 2019. "The Valuation of Credit Default Swap with Counterparty Risk and Collateralization," arabixiv.org j9hkn, Center for Open Science.
- Xiao,Tim, 2018.
"Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization,"
EconStor Preprints
202075, ZBW - Leibniz Information Centre for Economics.
- Xiao, Tim, 2019. "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," SocArXiv 84xjn, Center for Open Science.
- Xiao, Tim, 2019. "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," MPRA Paper 94441, University Library of Munich, Germany.
- Tim Xiao, 2019. "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," Working Papers hal-02024147, HAL.
- Xiao, Tim, 2019. "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," arabixiv.org 86xhw, Center for Open Science.
- Xiao, Tim, 2019. "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," FrenXiv ej7nz, Center for Open Science.
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