Counterparty Risk and Funding: A Tale of Two Puzzles

By St'ephane Cr'epey, Tomasz R. Bielecki, Damiano Brigo. 2014

82 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/f80363329093ff13267501558c5dc159e4a3f892

Citations in the corpus

• Arbitrage‐free XVA (2016, unknown): “A good overview of the current literature is given in Crépey, Bielecki, and Brigo (2014).”