keyword Contingent capital ‎/ (1 Article)

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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 structure default probability Real Option Banking Regulation Contingent capital Risk incentive

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