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Cristin Buescu
King's College London - London / United Kingdom
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5612915
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Cristin Buescu's MOST POPULAR ARTICLES
1-)
Counterparty risk pricing: Impact of closeout and first-to-default timesD Brigo, C Buescu, M MoriniInternational Journal of Theoretical and Applied Finance 15 (06), 1250039, 2012352012
2-)
Impact of the first to default time on Bilateral CVAD Brigo, C Buescu, M MoriniarXiv preprint arXiv:1106.3496, 2011262011
3-)
Illustrating a problem in the self-financing condition in two 2010-2011 papers on funding, collateral and discountingD Brigo, C Buescu, A Pallavicini, Q LiuarXiv preprint arXiv:1207.2316, 2012182012
4-)
Risk-neutral valuation under differential funding costs, defaults and collateralizationD Brigo, C Buescu, M Francischello, A Pallavicini, M RutkowskiarXiv preprint arXiv:1802.10228, 2018172018
5-)
Funding, repo and credit inclusive valuation as modified option pricingD Brigo, C Buescu, M RutkowskiOperations Research Letters 45 (6), 665-670, 2017132017
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