Imperial College London

ProfessorDamianoBrigo

Faculty of Natural SciencesDepartment of Mathematics

Chair in Mathematical Finance
 
 
 
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Contact

 

damiano.brigo

 
 
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Location

 

805Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@unpublished{Bormetti:2018:10.1080/14697688.2017.1339905,
author = {Bormetti, G and Brigo, D and Francischello, M and Pallavicini, A},
doi = {10.1080/14697688.2017.1339905},
publisher = {ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD},
title = {Impact of multiple curve dynamics in credit valuation adjustments under collateralization},
url = {http://dx.doi.org/10.1080/14697688.2017.1339905},
year = {2018}
}

RIS format (EndNote, RefMan)

TY  - UNPB
AU - Bormetti,G
AU - Brigo,D
AU - Francischello,M
AU - Pallavicini,A
DO - 10.1080/14697688.2017.1339905
PB - ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
PY - 2018///
TI - Impact of multiple curve dynamics in credit valuation adjustments under collateralization
UR - http://dx.doi.org/10.1080/14697688.2017.1339905
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000428402300004&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
UR - http://hdl.handle.net/10044/1/51936
ER -