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

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

Bibliografske podrobnosti
izdano v:Asia Pacific management review V. 17, 1,3-4 (2012).
Glavni avtor: I-Ming Jiang
Format: Article
Jezik:English
Teme:
Fuzzy measure theory.
Vulnerable option.
Liquidity risk.
Credit risk.
Non-identical rationality.