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

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

Sonraí bibleagrafaíochta
Foilsithe in:Asia Pacific management review V. 17, 1,3-4 (2012).
Príomhchruthaitheoir: I-Ming Jiang
Formáid: Alt
Teanga:English
Ábhair:
Fuzzy measure theory.
Vulnerable option.
Liquidity risk.
Credit risk.
Non-identical rationality.