Liquidity and credit risk

Applied Mathematical Finance

Volumn 8, Issue 2, 2001, Pages 79-95

  Cherubini, Umberto ^a   Lunga, Giovanni Della ^b  

^a UNIVERSITY OF BOLOGNA   (Italy)

^b Polyhedron Computational Finance   (Italy)

Author keywords

Credit Risk; Fuzzy Measures; Incomplete Markets; Knightian Uncertainty; Liquidity Risk; Option Pricing

Indexed keywords

EID: 84973881445     PISSN: 1350486X     EISSN: 14664313     Source Type: Journal    
DOI: 10.1080/13504860110061013     Document Type: Article

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