Showing 1 to 10 of 2 items
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1.
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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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