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

Détails bibliographiques
Publié dans:	Asia Pacific management review V. 17, 1,3-4 (2012).
Auteur principal:	I-Ming Jiang
Format:	Article
Langue:	English
Sujets:	Fuzzy measure theory. Vulnerable option. Liquidity risk. Credit risk. Non-identical rationality.