Abstract
This addendum corrects an error in the notation of earlier versions of our paper PDE Representations of Derivatives with Bilateral Counterparty Risk and Funding Costs and Journal of Credit Risk 2011. None of the arguments and results of the paper change. A revised version of the paper has been posted.The paper Partial Differential Equation Representations of Derivatives with Bilateral Counterparty Risk and Funding Costs to which this Addendum applies is available at the following URL: http://ssrn.com/abstract=1605307
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