Game theoretic valuation of deposit insurance under jump risk : from too small to survive to too big to fail
Year of publication: |
2020
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Authors: | Wong, Tat Wing |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 14.2020, 1, p. 67-95
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Subject: | Game option | Deposit insurance | Bankruptcy cost | Lévy process | Einlagensicherung | Insolvenz | Insolvency | Optionspreistheorie | Option pricing theory | Spieltheorie | Game theory | Bankinsolvenz | Bank failure | Bankenregulierung | Bank regulation |
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