  Our previous results are extended to the case of the margin account, which
may depend on the contract's value for the hedger and/or the counterparty. The
present work generalizes also the papers by Bergman (1995), Mercurio (2013) and
Piterbarg (2010). Using the comparison theorems for BSDEs, we derive
inequalities for the unilateral prices and we give the range for its fair
bilateral prices. We also establish results yielding the link to the market
model with a single interest rate. In the case where the collateral amount is
negotiated between the counterparties, so that it depends on their respective
unilateral values, the backward stochastic viability property studied by
Buckdahn et al. (2000) is used to derive the bounds on fair bilateral prices.
