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

书目详细资料
发表在:	Asia Pacific management review V. 17, 1,3-4 (2012).
主要作者:	I-Ming Jiang
格式:	文件
语言:	English
主题:	Fuzzy measure theory. Vulnerable option. Liquidity risk. Credit risk. Non-identical rationality.