A mathematical treatment of bank monitoring incentives
Year of publication: |
2014
|
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Authors: | Possamaï, Dylan ; Pagès, Henri |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Verification theorem | Stochastic control | Optimal securitization | Optimal incentives | Dynamic moral hazard | Principal/agent problem |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Finance and Stochastics, 2014, Vol. 18, no. 1. pp. 39-73.Length: 34 pages |
Classification: | G32 - Financing Policy; Capital and Ownership Structure ; G28 - Government Policy and Regulation ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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A mathematical treatment of bank monitoring incentives
Pages, Henri, (2014)
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A mathematical treatment of bank monitoring incentives
Pagès, Henri, (2014)
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Bank monitoring incentives and optimal ABS
Pagès, H., (2012)
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A mathematical treatment of bank monitoring incentives
Pagès, Henri, (2014)
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A Mathematical Treatment of Bank Monitoring Incentives
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Large liquidity expansion of super-hedging costs
Possamaï, Dylan, (2012)
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