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

Bibliografiska uppgifter
I publikationen:	Asia Pacific management review V. 17, 1,3-4 (2012).
Huvudupphovsman:	I-Ming Jiang
Materialtyp:	Artikel
Språk:	English
Ämnen:	Fuzzy measure theory. Vulnerable option. Liquidity risk. Credit risk. Non-identical rationality.