A barrier option framework for bank interest margin management under anticipatory regret aversion
Year of publication: |
2013
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Authors: | Lin, Jyh-horng ; Hung, Wei-ming |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 794-801
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Subject: | Bank interest margin | Regret aversion | Barrier option | Bank equity valuation | Optionsgeschäft | Option trading | Bank | Optionspreistheorie | Option pricing theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Zinsspanne | Interest margin |
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