Dynamic model of credit risk in relationship lending : a game-theoretic real options approach
Year of publication: |
2009
|
---|---|
Authors: | Shibata, Takashi ; Yamada, Tetsuya |
Publisher: |
Tokyo : Inst. for Monetary and Economic Studies, Bank of Japan |
Subject: | Kreditrisiko | Credit risk | Entscheidung unter Risiko | Decision under risk | Hausbank | Relationship lending | Realoptionsansatz | Real options analysis | Spieltheorie | Game theory | Theorie | Theory |
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