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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 problem Stochastic Optimal Control Contingent convertible bond asset allocation strategy bank capital structure power utility

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