Are Banks Special?
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DOI: 10.1142/S2010139218400049
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- Chen, Qisheng & Zhang, Qian & Liu, Chuan, 2019. "The pricing and numerical analysis of lookback options for mixed fractional Brownian motion," Chaos, Solitons & Fractals, Elsevier, vol. 128(C), pages 123-128.
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Keywords
CCA (Contingent Claim Approach); M&M (Modigliani–Miller) Propositions; capital structure; leverage; deposit insurance; cost of capital; bank regulation; pricing risk; GFC (Great Financial Crisis); accounting vs. market value of equity capital;All these keywords.
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