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

Bibliografische gegevens
Gepubliceerd in:	Asia Pacific management review V. 17, 1,3-4 (2012).
Hoofdauteur:	I-Ming Jiang
Formaat:	Artikel
Taal:	English
Onderwerpen:	Fuzzy measure theory. Vulnerable option. Liquidity risk. Credit risk. Non-identical rationality.