𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Voting in assemblies of shareholders and incomplete markets

✍ Scribed by Mich Tvede; Hervé Crés


Book ID
105866385
Publisher
Springer
Year
2005
Tongue
English
Weight
202 KB
Volume
26
Category
Article
ISSN
0938-2259

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Pricing vulnerable options in incomplete
✍ Mao-Wei Hung; Yu-Hong Liu 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 474 KB

## Abstract This paper follows the framework of P. Klein (1996) to price vulnerable options when the market is incomplete. Vulnerable options, which are usually traded in the over‐the‐counter market, may not only face the risk of default but also the risk of illiquidity. Thus, pricing such options