Influence of Risk Incentive by Limited Dividend Provision

DOI10.1007/978-3-642-22833-9_30zbMath1273.91450OpenAlexW2154602618MaRDI QIDQ2838667

Li Guan, Hiroshi Inoue, Masatoshi Miyake

Publication date: 10 July 2013

Published in: Advances in Intelligent and Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-22833-9_30

zbMATH Keywords

numerical examplesoption pricingbarrier optionlimited dividend provisionrisk-shifting incentive

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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