Thanks a lot QuantOption.

<t>Hi everyoneI'm currently looking at the papers by Fujii, Shimada, Takahashi, (2009,2010,2011). They consider a framework of full collateralization and assumes a collateral account V(t) following the stochastic process[$]dV(s)=(r^{d}(s)-c^{d}(s))V(s)ds+a(s)dh(s)[$]where h(s) is the time s value of...