Addendum to “Partial differential equation representations of derivatives with bilateral counterparty risk and funding costsâ€

Christoph Burgard and Mats Kjaer

Journal of Credit Risk

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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