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

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

Xehetasun bibliografikoak
Argitaratua izan da:Asia Pacific management review V. 17, 1,3-4 (2012).
Egile nagusia: I-Ming Jiang
Formatua: Artikulua
Hizkuntza:English
Gaiak:
Fuzzy measure theory.
Vulnerable option.
Liquidity risk.
Credit risk.
Non-identical rationality.