Illustrating a problem in the self-financing condition in two 2010-2011 papers on funding, collateral and discounting - Damiano Brigo, Cristin Buescu, Andrea Pallavicini, Qing Liu

Illustrating a problem in the self-financing condition in two 2010-2011 papers on funding, collateral and discounting - Damiano Brigo, Cristin Buescu, Andrea Pallavicini, Qing Liu | Arena