Work

Optimal Collateralization with Bilateral Default Risk

Year: 2013

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2320108

Authors: Daniel Bauer, Enrico Biffis, Luz Rocío Sotomayor

Institutions: University of Wisconsin–Madison, Imperial College London, Georgia State University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2148637366

Cites: 55

Cited by: 4

Related to: 10