Optimal lending under strategic acquisition and capital regulation: an option-based optimization

DOI10.1080/02522667.2006.10699713zbMath1294.91176OpenAlexW2110988490MaRDI QIDQ5292951

Rosemary Jou, Jyh-Horng Lin, Chuen-Ping Chang

Publication date: 25 June 2007

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.2006.10699713

zbMATH Keywords

capital regulationoptimal loan rateBlack-Scholes valuationstrategic acquisition

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• The Pricing of Options and Corporate Liabilities

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