TY  - JOUR
AU  - Bonollo, M.
AU  - Di Persio, L.
AU  - Mammi, L.
AU  - Oliva, I.
TI  - Estimating the counterparty risk exposure by using the Brownian motion local time
JO  - International Journal of Applied Mathematics and Computer Science
PY  - 2017
SP  - 435
EP  - 447
VL  - 27
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/IJAMCS_2017_27_2_a14/
LA  - en
ID  - IJAMCS_2017_27_2_a14
ER  -