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A two-stage call-put-pricing framework for a ``bad bank'' solution and bank profitability - MaRDI portal

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A two-stage call-put-pricing framework for a ``bad bank'' solution and bank profitability (Q2786404)

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scientific article; zbMATH DE number 5789994
Language Label Description Also known as
English
A two-stage call-put-pricing framework for a ``bad bank'' solution and bank profitability
scientific article; zbMATH DE number 5789994

    Statements

    author
    Rosemary Jou
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    Jyh-Horng Lin
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    publication date
    22 September 2010
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    zbMATH Keywords
    bank interest margin
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    troubled loans
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    capitalization
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    call option
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    put option
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    title
    A two-stage call-put-pricing framework for a ``bad bank'' solution and bank profitability (English)
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    Identifiers

    Mathematics Subject Classification ID
    91G99
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    91G20
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    91G80
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    zbMATH DE Number
    5789994
    0 references
     
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