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

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

Detaylı Bibliyografya
Yayımlandı:Asia Pacific management review V. 17, 1,3-4 (2012).
Yazar: I-Ming Jiang
Materyal Türü: Makale
Dil:English
Konular:
Fuzzy measure theory.
Vulnerable option.
Liquidity risk.
Credit risk.
Non-identical rationality.