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

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

Bibliografiset tiedot
Julkaisussa:Asia Pacific management review V. 17, 1,3-4 (2012).
Päätekijä: I-Ming Jiang
Aineistotyyppi: Artikkeli
Kieli:English
Aiheet:
Fuzzy measure theory.
Vulnerable option.
Liquidity risk.
Credit risk.
Non-identical rationality.