๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

An analysis of risk for defaultable bond portfolios

โœ Scribed by Guo, Hongtao; Wu, Guojun; Xiao, Zhijie


Book ID
118016611
Publisher
Emerald Group Publishing Limited
Year
2007
Tongue
English
Weight
556 KB
Volume
8
Category
Article
ISSN
1526-5943

No coin nor oath required. For personal study only.


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In contrast to identical rationality, non-identical rationality is laid as the basis for option pricing, realized by a family of non-additive fuzzy measures mathematically, which naturally induces the new concept and analyzing methods, fuzzy options. Then as demonstration, the paper applies the fuzz