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

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

書目詳細資料
發表在:Asia Pacific management review V. 17, 1,3-4 (2012).
主要作者: I-Ming Jiang
格式: Article
語言:English
主題:
Fuzzy measure theory.
Vulnerable option.
Liquidity risk.
Credit risk.
Non-identical rationality.