Equilibrium model with default and dynamic insider information (Q354195): Difference between revisions

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Property / cites work: Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling / rank
 
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Latest revision as of 15:10, 9 December 2024

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Equilibrium model with default and dynamic insider information
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    Equilibrium model with default and dynamic insider information (English)
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    18 July 2013
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    default time
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    defaultable claim
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    equilibrium
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    dynamic information
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    insider trading
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    dynamic Bessel bridge
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