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A game theory analysis of options : corporate finance and financial intermediation in continuous time
Ziegler, Alexandre - 2004 - 2. ed.
This book shows how to combine game theory and option pricing in order to analyze dynamic multiperson decision problems … latter can be addressed by game theory. The text shows how both instruments can be combined and how game theory can be … serving as a guide to stochastic game theory modelling in continuous time, the text contains numerous applications to the …
Persistent link: https://www.econbiz.de/10001825966
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Deposit games with reinvestment
Gulick, Gerwald van; Borm, Peter; De Waegenaere, Anja; … - In: European journal of operational research : EJOR 200 (2009/10) 3, pp. 788-799
Persistent link: https://www.econbiz.de/10003892374
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A game theoretic model of deposit contracts between the bank and the depositor : extend study on the economic analysis of bank run
Wang, Jue-Shyan; Lin, Chiao-Hsin - In: International journal of financial research 5 (2014) 3, pp. 136-145
Persistent link: https://www.econbiz.de/10010458534
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Structuring deposit insurance in Europe : some considerations and a regulatory game
Di Noia, Carmine; Maccario, Aurelio - In: Monetary policy and banking regulation, (pp. 141-167). 2001
Persistent link: https://www.econbiz.de/10001693567
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Game theoretic valuation of deposit insurance under jump risk : from too small to survive to too big to fail
Wong, Tat Wing - In: Mathematics and financial economics 14 (2020) 1, pp. 67-95
Persistent link: https://www.econbiz.de/10012239976
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Experimental evidence on bank runs with uncertain deposit coverage
Peia, Oana; Vranceanu, Radu P. - In: Journal of banking & finance 106 (2019), pp. 214-226
Persistent link: https://www.econbiz.de/10012224272
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Liquidity risk within strategic interactions of a commercial bank with its depositors : a game theoretic approach
Nanyan, Ashot; Arakelyan, Aram; Topchishvili, Alexander - In: International journal of operations and quantitative … 24 (2018) 4, pp. 255-276
Persistent link: https://www.econbiz.de/10012010653
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The initial deposit decision and the occurrence of bank runs
Jong, Johan de - 2021
In studies of bank runs the initial deposit decision is typically not taken into account. However, it is unlikely that people will entrust money to a bank that they expect to fail in the near future. The aim of this study is to investigate to what extent this mechanism prevents bank runs. It...
Persistent link: https://www.econbiz.de/10012487899
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Voluntary insurance vs. stabilization funds : an experimental analysis on bank runs
Barreda Tarrazona, Iván J.; Grimalda, Gianluca; … - In: Journal of behavioral and experimental finance 42 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014547935