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Liquidity and credit risk - MaRDI portal

Liquidity and credit risk (Q4541602)

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scientific article; zbMATH DE number 1771990
Language Label Description Also known as
English
Liquidity and credit risk
scientific article; zbMATH DE number 1771990

    Statements

    title
    Liquidity and credit risk (English)
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    author
    Umberto Cherubini
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    Giovanni della Lunga
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    publication date
    5 September 2002
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    zbMATH Keywords
    credit risk
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    incomplete markets
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    liquidity risk
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    Knightian uncertainty
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    option princing
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    fuzzy measures
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    28E10
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    91B28
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    zbMATH DE Number
    1771990
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    OpenAlex ID
    W2045311659
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