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Tractable bank capital structure: optimal control under Basel III constraints

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bayraktar, Erhan, Chevalier, Etienne, Vath, Vathana Ly, Wang, Yuqiong
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control Mathematical Finance 93E20, 91G80
Online Access:	Acceder al recurso
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