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

Bibliografski detalji
Izdano u:	Asia Pacific management review V. 17, 1,3-4 (2012).
Glavni autor:	I-Ming Jiang
Format:	Članak
Jezik:	English
Teme:	Fuzzy measure theory. Vulnerable option. Liquidity risk. Credit risk. Non-identical rationality.