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

Bibliographische Detailangaben
Veröffentlicht in:	Asia Pacific management review V. 17, 1,3-4 (2012).
1. Verfasser:	I-Ming Jiang
Format:	Artikel
Sprache:	English
Schlagworte:	Fuzzy measure theory. Vulnerable option. Liquidity risk. Credit risk. Non-identical rationality.