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Impact of risk aversion and belief heterogeneity on trading of defaultable claims
Kim, Jinbeom
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Leung, Tim
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Optimization models with economic and game theoretic …
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(pp. 117-146)
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2016
Persistent link: https://www.econbiz.de/10011533434
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An optimal timing approach to option portfolio risk management
Leung, Tim
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Liu, Peng
- In:
Advances in financial risk management : corporates, …
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(pp. 391-404)
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2013
Persistent link: https://www.econbiz.de/10010213038
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