Pricing and hedging strategy for options with defaulty and liquidity risk.

Библиографические подробности
Опубликовано в::	Asia Pacific management review V. 17, 1,3-4 (2012).
Главный автор:	I-Ming Jiang
Формат:	Статья
Язык:	English
Предметы:	Fuzzy measure theory. Vulnerable option. Liquidity risk. Credit risk. Non-identical rationality.