COST OF DEPOSIT INSURANCE WHEN THERE ARE SURVEILLANCE COSTS

被引：162

作者：

MERTON, RC

机构：

来源：

JOURNAL OF BUSINESS | 1978年 / 51卷 / 03期

关键词：

D O I：

10.1086/296007

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：439 / 452

页数：14

相关论文

共 9 条

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].

BLACK, F ;

SCHOLES, M .

JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :637-654

[2] PRICING OF EQUITY-LINKED LIFE-INSURANCE POLICIES WITH AN ASSET VALUE GUARANTEE [J].

BRENNAN, MJ ;

SCHWARTZ, ES .

JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (03) :195-213

[3] CAPITAL MARKETS - THEORY AND EVIDENCE [J].

JENSEN, MC .

BELL JOURNAL OF ECONOMICS AND MANAGEMENT SCIENCE, 1972, 3 (02) :357-398

[4] INTERTEMPORAL CAPITAL ASSET PRICING MODEL [J].

MERTON, RC .

ECONOMETRICA, 1973, 41 (05) :867-887

[5] PRICING OF CORPORATE DEBT - RISK STRUCTURE OF INTEREST RATES [J].

MERTON, RC .

JOURNAL OF FINANCE, 1974, 29 (02) :449-470

[6] PRICING OF CONTINGENT CLAIMS AND MODIGLIANI-MILLER THEOREM [J].

MERTON, RC .

JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) :241-249

[7] OPTION PRICING WHEN UNDERLYING STOCK RETURNS ARE DISCONTINUOUS [J].

MERTON, RC .

JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) :125-144

[8]

Merton RC., 1977, J BANK FINANC, V1, P3, DOI DOI 10.1016/0378-4266(77)90015-2

[9] OPTION PRICING - REVIEW [J].

SMITH, CW .

JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) :3-51