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A barrier option framework for rescue package designs and bank default risks
Chang, Chuen-ping - In: Economic modelling 38 (2014), pp. 246-257
Persistent link: https://www.econbiz.de/10010419117
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Default probability of a captive credit bank with government capital injections : a capped barrier option approach
Chang, Chuen-ping - In: Economic modelling 29 (2012) 6, pp. 2444-2450
Persistent link: https://www.econbiz.de/10009673700
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Government capital injection, credit risk transfer, and bank performance during a financial crisis
Chang, Chuen-Ping; Chen, Shi - In: Economic modelling 53 (2016), pp. 477-486
Persistent link: https://www.econbiz.de/10011641089
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Default probability of a captive credit bank with government capital injections: A capped barrier option approach
Chang, Chuen-Ping - In: Economic modelling 29 (2012) 6, pp. 2444-2451
Persistent link: https://www.econbiz.de/10010032198