Continuous-time stochastic modelling of capital adequacy ratios for banks
Version of Record online: 23 DEC 2005
Copyright © 2005 John Wiley & Sons, Ltd.
Applied Stochastic Models in Business and Industry
Volume 22, Issue 1, pages 41–71, January/February 2006
How to Cite
Fouche, C. H., Mukuddem-Petersen, J. and Petersen, M. A. (2006), Continuous-time stochastic modelling of capital adequacy ratios for banks. Appl. Stochastic Models Bus. Ind., 22: 41–71. doi: 10.1002/asmb.609
- Issue online: 24 JAN 2006
- Version of Record online: 23 DEC 2005
- Manuscript Accepted: 19 SEP 2005
- Manuscript Revised: 31 AUG 2005
- Manuscript Received: 3 MAR 2005
- National Research Foundation of South Africa. Grant Numbers: 2053343, 2074218
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