%0 Journal Article %A Bonollo, M. %A Di Persio, L. %A Mammi, L. %A Oliva, I. %T Estimating the counterparty risk exposure by using the Brownian motion local time %J International Journal of Applied Mathematics and Computer Science %D 2017 %P 435-447 %V 27 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/IJAMCS_2017_27_2_a14/ %G en %F IJAMCS_2017_27_2_a14