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Variations in municipal bond default risk premia by term-to-maturity

โœ Scribed by Paul A. Leonard


Book ID
119080612
Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
435 KB
Volume
11
Category
Article
ISSN
0148-2963

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Fuzzy options with application to defaul
โœ Liyan Han; Chengli Zheng ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 272 KB

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