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

Manylion Llyfryddiaeth
Cyhoeddwyd yn:	Asia Pacific management review V. 17, 1,3-4 (2012).
Prif Awdur:	I-Ming Jiang
Fformat:	Erthygl
Iaith:	English
Pynciau:	Fuzzy measure theory. Vulnerable option. Liquidity risk. Credit risk. Non-identical rationality.