References

• 1973Theory of Rational Option Pricing8,060 cited
• 1986Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model709 cited
• 1984Deregulation and bank financial policy707 cited
• 1985Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 Through August 31, 1978646 cited
• 1969THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES377 cited
• 1984The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates360 cited
• 1987A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance220 cited
• 1989Capital regulation and insured banks choice of individual loan default risks209 cited
• 1987Alternative forms of deposit insurance119 cited
• 1986Capital regulation and deposit insurance88 cited
• 1989The Reform of Federal Deposit Insurance79 cited
• 1990Market Discipline of Bank Risk: Theory and Evidence78 cited
• 1987The Use of Market Information in Pricing Deposit Insurance50 cited
• 1993On flexibility, capital structure and investment decisions for the insured bank38 cited
• 1978Interest Rate Risk and Capital Adequacy For Traditional Banks and Financial Intermediaries