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

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

書誌詳細
出版年:Asia Pacific management review V. 17, 1,3-4 (2012).
第一著者: I-Ming Jiang
フォーマット: 論文
言語:English
主題:
Fuzzy measure theory.
Vulnerable option.
Liquidity risk.
Credit risk.
Non-identical rationality.