Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail |
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Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (English)
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21 February 2020
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game option
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deposit insurance
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bankruptcy cost
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Lévy process
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