scientific article; zbMATH DE number 7234241

MaRDI QIDQ3307005zbMATH OpenFDO

Authors Hongxun Jiang, Zihe Liu, Wei Xu, Chaochao Yan

Publication date 12 August 2020

zbMATH Keywords

bank reserve ratiooption pricingput optionreal optionvolatility

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

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(4)

• An internet banking system establishment with transaction rate uncertainty: a real options approach
• Default risk quantification and buy-back option pricing of China CMBS business
• The impact and stability analysis of commercial banks' risk preference on SMEs' credit financing based on DSGE model
• The pricing of bank debt guarantees

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