Lévy Processes and the Financial Crisis: Can We Design a More Effective Deposit Protection?

  • Maccaferri S
  • Cariboni J
  • Schoutens W
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Abstract

… by reimbursing their deposits; from banking stability perspective, DGSs contribute to strengthen the … by treating the deposit insurance as a put option written on the bank’s asset value. …

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Maccaferri, S., Cariboni, J., & Schoutens, W. (2012). Lévy Processes and the Financial Crisis: Can We Design a More Effective Deposit Protection? International Journal of Financial Research, 4(1). https://doi.org/10.5430/ijfr.v4n1p5

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