keyword Contingent convertible bond / (1 Article)
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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