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

Dades bibliogràfiques
Publicat a:	Asia Pacific management review V. 17, 1,3-4 (2012).
Autor principal:	I-Ming Jiang
Format:	Article
Idioma:	English
Matèries:	Fuzzy measure theory. Vulnerable option. Liquidity risk. Credit risk. Non-identical rationality.