Impact of Transaction Costs on Bank Equity in Fuzzy Financial Markets
Recent firm valuation studies have provided insights and extra analysis that option pricing models (OPMs) such as Merton and Black-Scholes can achieve when uncertainty is modelled through fuzzy numbers. This study proposed a KMV asset valuation model (AVM) extended for both transaction costs and unc...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Adonis & Abbey Publishers
2022
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10520/ejc-aa_ajber_v17_n1_a7 http://hdl.handle.net/11408/5099 |
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