Abstract
Various strands of financial and mathematical literature relate to the research on the control of guarantees. On guarantees, the main corpus of academic research focuses on valuation, with special attention given to deposit insurance valuation. Research on the control of guarantees is more limited, often focused on optimal seizure rules for regulators, with the exception of a paper studying general management of guarantees (Merton and Bodie, 1992) and of another one studying the impact of collateral on the pricing of guarantees (Cossin and Hricko, 2000).
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© 2001 Springer Science+Business Media Dordrecht
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Cossin, D., Aparicio, F.M. (2001). Literature Review. In: Optimal Control of Credit Risk. Advances in Computational Management Science, vol 3. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-1393-3_2
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DOI: https://doi.org/10.1007/978-1-4615-1393-3_2
Publisher Name: Springer, Boston, MA
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