@article{IJAMCS_2017_27_2_a14,
     author = {Bonollo, M. and Di Persio, L. and Mammi, L. and Oliva, I.},
     title = {Estimating the counterparty risk exposure by using the {Brownian} motion local time},
     journal = {International Journal of Applied Mathematics and Computer Science},
     pages = {435--447},
     publisher = {mathdoc},
     volume = {27},
     number = {2},
     year = {2017},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/IJAMCS_2017_27_2_a14/}
}