BibTex format
@article{Brigo:2017:10.1016/j.orl.2017.10.009,
author = {Brigo, D and Buescu, C and Rutkowski, M},
doi = {10.1016/j.orl.2017.10.009},
journal = {Operations Research Letters},
pages = {665--670},
title = {Funding, repo and credit inclusive valuation as modified option pricing},
url = {http://dx.doi.org/10.1016/j.orl.2017.10.009},
volume = {45},
year = {2017}
}