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

Detalhes bibliográficos
Publicado no:	Asia Pacific management review V. 17, 1,3-4 (2012).
Autor principal:	I-Ming Jiang
Formato:	Artigo
Idioma:	English
Assuntos:	Fuzzy measure theory. Vulnerable option. Liquidity risk. Credit risk. Non-identical rationality.