Decisiones de los bancos comerciales en condiciones de riesgo e incertidumbre
This paper develops and optimization model that describes the decision process of a representative commercial bank in an uncertain environment. In the proposed model the magnitude of deposits and bank loans are driven by diffusion stochastic processes. Moreover, the model considers instant default p...
| Autores principales: | , |
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| Formato: | Online |
| Idioma: | espanhol |
| Editor: |
El Colegio de México, A.C.
2009
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| Assuntos: | |
| Acesso em linha: | https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/126 |
| Recursos: |
Estudios Económicos |