A barrier option framework for rescue package designs and bank default risks
Year of publication: |
2014
|
---|---|
Authors: | Chang, Chuen-ping |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 38.2014, p. 246-257
|
Subject: | Barrier options | Rescue packages | Bank interest margin | Default risk | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Insolvenz | Insolvency |
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