Piterbarg, Vladimir
Spread options, Farkas's lemma and linear programming
- Piterbarg, Vladimir
- En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 01/08/2011 Tomo 24 Número 8 - 2011
- Artigos e Capítulos
Funding beyond discounting collateral agreements and derivatives pricing
- Piterbarg, Vladimir
- En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 15/02/2010 Tomo 23 Número 2 - 2010
- Artigos e Capítulos