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

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

ग्रंथसूची विवरण
में प्रकाशित:Asia Pacific management review V. 17, 1,3-4 (2012).
मुख्य लेखक: I-Ming Jiang
स्वरूप: लेख
भाषा:English
विषय:
Fuzzy measure theory.
Vulnerable option.
Liquidity risk.
Credit risk.
Non-identical rationality.