An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees : An Application of Modern Option Pricing Theory
June 1977 | Derivatives/Options | Paper
Merton, Robert C. "An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees : An Application of Modern Option Pricing Theory" Journal of Banking and Finance 1 (June 1977): 3-11.