Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385)
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scientific article; zbMATH DE number 7172100
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| English | Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail |
scientific article; zbMATH DE number 7172100 |
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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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0.8252409100532532
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0.7555240392684937
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0.7422067523002625
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0.7219382524490356
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0.7017439007759094
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