DOI10.1016/j.na.2005.02.019zbMath1224.91155MaRDI QIDQ1000050
Liyan Han, Chengli Zheng
Publication date: 4 February 2009 Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1016/j.na.2005.02.019
zbMATH Keywords
default risk; fuzzy options; municipal bonds; non-identical rationalities
Mathematics Subject Classification ID
91G20: Derivative securities (option pricing, hedging, etc.)
91G40: Credit risk