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math.CA2018
On exact multiplicity for a second order equation with radiation boundary conditions
Pablo Amster, Mariel P. Kuna
A second order ordinary differential equation with a superlinear term under radiation boundary conditions is studied. Using a shooting argument, all the results obtained i…
math.CA2018
Multiple solutions for periodic perturbations of a delayed autonomous system near an equilibrium
Pablo Amster, Mariel P. Kuna, Gonzalo Robledo
Small non-autonomous perturbations around an equilibrium of a nonlinear delayed system are studied. Under appropriate assumptions, it is shown that the number of -periodic solut…
q-fin.MF2018
Adapting the CVA model to Leland's framework
P. Amster, A. P. Mogni
We consider the framework proposed by Burgard and Kjaer (2011) that derives the PDE which governs the price of an option including bilateral counterparty risk and funding. We exten…