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

Dettagli Bibliografici
Pubblicato in:	Asia Pacific management review V. 17, 1,3-4 (2012).
Autore principale:	I-Ming Jiang
Natura:	Articolo
Lingua:	English
Soggetti:	Fuzzy measure theory. Vulnerable option. Liquidity risk. Credit risk. Non-identical rationality.