Option Pricing in the Presence of Operational Risk
Subject Areas : Financial MathematicsAlireza Bahiraie 1 , Mohammad Alipour 2 , Rehan Sadiq 3
1 - Department of Mathematics, Faculty of Mathematics, Statistics and Computer Sciences, Semnan University,
Semnan 35131-19111, Iran
2 - Department of Mathematics, Faculty of Mathematics, Statistics and Computer Sciences, Semnan University,
Semnan 35131-19111, Iran
3 - School of Engineering, University of British Columbia (Okanagan), 3333 University Way, Kelowna, Canada
Keywords:
Abstract :
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