Valuation of deposit insurance Black–Scholes model using Banach contraction principle
Deposit insurance is a mechanism by which financial institutions are stabilized. The danger of a bank’s inability to meet its consumer commitments due to its suspended license is insured through deposit insurance practices. A flat-rate insurance scheme would contribute to moral hazard and a financia...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-12-01
|
| Series: | Partial Differential Equations in Applied Mathematics |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2666818123000840 |