SHARP, Peter; VYGODINA, Anna. Modeling Banks’ Risk Taking Behavior in a Presence of the Long-Tail Risk Guarantor with the Truncated Version of the St. Petersburg Coin Flip Model. Journal of Finance Issues, [S. l.], v. 13, n. 2, p. 1–20, 2014. DOI: 10.58886/jfi.v13i2.2499. Disponível em: https://jfi-aof.org/index.php/jfi/article/view/2499. Acesso em: 22 may. 2026.