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• 1.

  Stochastic optimal control with Contingent Convertible Bond in banking industry

  Corresponding Author : Khadimallah، Asma ؛ Writer : Abid، Fathi ؛

  Journal:Journal of Mathematics and Modeling in Finance»Summer and Autumn 2022, Volume 2- Number 2 (‎16 page(s) - From 151 to 166 )

  Keywords:Optimization problemStochastic Optimal ControlContingent convertible bondasset allocation strategybank capital structurepower utility

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• 2.

  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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