1.
Sharp P, Vygodina A. 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. JFI [Internet]. 2014 Dec. 31 [cited 2026 May 21];13(2):1-20. Available from: https://jfi-aof.org/index.php/jfi/article/view/2499