Journal of Credit Risk
ISSN:
1744-6619 (print)
1755-9723 (online)
Editor-in-chief: Linda Allen and Jens Hilscher
Addendum to “Partial differential equation representations of derivatives with bilateral counterparty risk and funding costs”
Christoph Burgard and Mats Kjaer
Abstract
This addendum corrects an error in the notation of earlier versions of our paper "Partial differential equation representations of derivatives with bilateral counterparty risk and funding costs" that appeared on SSRN in 2010 and in Volume 7, Issue 3 of The Journal of Credit Risk. None of the arguments and results of the paper change.
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