scientific article; zbMATH DE number 7598167

MaRDI QIDQ5038795zbMATH OpenFDO

Authors Elena Cristina Canepa, Cristina Şerbu Anescu, Alina Petrescu-Nita

Publication date 7 October 2022

zbMATH Keywords

(geometric) Ornstein-Uhlenbeck processasset sizesbanks depositsBrownian motioncalibrationnormality testsregression

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Actuarial science and mathematical finance (91G99)

Recommendations

• scientific article; zbMATH DE number 7015495
• Panel data modeling of bank deposits
• Bank assets, liquidity and credit cycles
• Capital Buffers in a Quantitative Model of Banking Industry Dynamics
• Modelling banks' lending behaviour in a capital-regulated framework
• A dynamic model of bank valuation
• Some problems of mathematical modelling in the management of bank assets
• scientific article; zbMATH DE number 1836109
• Banks, money, and the zero lower bound on deposit rates

Cited in

(4)

• Panel data modeling of bank deposits
• scientific article; zbMATH DE number 7015495 (Why is no real title available?)
• Geometric Brownian motion and Ornstein-Uhlenbeck process modeling banks' deposits
• On deposit volumes and the valuation of non-maturing liabilities

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5038795)