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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

Financial market instability : three essays on financial contagion, lending of last resort and moral hazard, and deposit insurance

Manz, Michael - 2004

Persistent link: https://www.econbiz.de/10001962002

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

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

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

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