Quantifying the recapitalization fund premium using option pricing techniques
Year of publication: |
2012
|
---|---|
Authors: | Necula, Ciprian ; Radu, Alina-Nicoleta |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 114.2012, 3, p. 249-251
|
Publisher: |
Elsevier |
Subject: | Banks | Resolution fund | European put option | Volatility |
-
Financial markets, banks' cost of funding, and firms' decisions : lessons from two crises
Balduzzi, Pierluigi, (2013)
-
Tolling the Bell for "Too-Big-to-Fail"? – A Comparison Between Four Special Bank Resolution Regimes
Iwasa, Yoichi, (2017)
-
Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises
Balduzzi, Pierluigi, (2013)
- More ...
-
Quantifying the recapitalization fund premium using option pricing techniques
Necula, Ciprian, (2012)
-
Long memory in Eastern European financial markets returns
Necula, Ciprian, (2012)
-
Quantifying the recapitalization fund premium using option pricing techniques
Necula, Ciprian, (2012)
- More ...