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  Revue of contingent capital pricing model using growth and barrier option approach with numerical application

  Writer : Abid، Fathi ؛ Triki، Ons ؛ Khadimallah، Asma ؛

  Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2023, Volume 3 - Number 1 (‎26 page(s) - From 165 to 190 )

  Keywords:Capital structuredefault probabilityReal OptionBanking RegulationContingent capitalRisk incentive

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