Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model

• 1 September 1986
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 41  (4) , 871-896
• https://doi.org/10.2307/2328234

Abstract

Keywords

• DEPOSIT INSURANCE
• ADJUSTED DEPOSIT
• PRICING RISK
• CALL OPTION
• VOLATILITY
• POLICIES
• PREMIUMS
• EQUITY