Fuzzy options with application to default risk analysis for municipal bonds in China
type: Item
instance of: scholarly article
title: Fuzzy options with application to default risk analysis for municipal bonds in China
zbMATH Open document ID: 1224.91155
author: Li Yan Han
author: Cheng Li Zheng
published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods
publication date: 2009-02-04T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G40
zbMATH DE Number: 5502858
zbMATH Keywords: fuzzy options
zbMATH Keywords: non-identical rationalities
zbMATH Keywords: default risk
zbMATH Keywords: municipal bonds
MaRDI profile type: Publication
full work available at URL: j.na.2005.02.019
OpenAlex ID: W1966700237
cites work: A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
cites work: Heterogeneity and option pricing
cites work: A Rational Route to Randomness
cites work: Heterogeneous beliefs and routes to chaos in a simple asset pricing model
cites work: Fuzzy measures and asset prices: accounting for information ambiguity
cites work: Liquidity and credit risk
cites work: Asset price and wealth dynamics under heterogeneous expectations
cites work: Intertemporal asset pricing with heterogeneous beliefs
cites work: Divergent rational expectations equilibrium in a dynamic model of a futures market
cites work: ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
cites work: Endogenous economic fluctuations. Studies in the theory of rational beliefs
DOI: 10.1016/J.NA.2005.02.019
description: scientific article; zbMATH DE number 5502858