๐”– Bobbio Scriptorium
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Pricing Bonds and Bond Options with Default Risk

โœ Scribed by Emilio Barone; Giovanni Barone-Adesi; Antonio Castagna


Book ID
108559568
Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
606 KB
Volume
4
Category
Article
ISSN
1354-7798

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