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

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

Podrobná bibliografie
Vydáno v:Asia Pacific management review V. 17, 1,3-4 (2012).
Hlavní autor: I-Ming Jiang
Médium: Článek
Jazyk:English
Témata:
Fuzzy measure theory.
Vulnerable option.
Liquidity risk.
Credit risk.
Non-identical rationality.