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Bank run, pure contagion, bailout, self-fulfilling expectations, Bayesian reassessment
Digital option, soft barrier, forward-neutral measure, time change, jump-diffusion process
Banking liquidity crisis, bailout, political crisis, contagion
Banking crisis, Bailout, Political distortion, Dynamic game of incomplete information
pure contagion, coordination game, incomplete information, payoff complementarities, Bayesian learning
Contagion, bank panics, transparency, bailouts
Crony capitalism, political distortion, debt service, financial fragility, pure contagion
Catastrophe bonds, digital options, jump-diffusion process, mean-reverting process, variance reduction
mean-reverting process, jump-diffusion process, control variate method, antithetic technique, change of numeraire
Insurance bonds, digital options, outside barrier calls, change of numeraire, currency risk
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