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

@@ Property / DOI @@
-.1007/s00780-012-0196-x
@@ Property / DOI: 10.1007/s00780-012-0196-x / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B44
@@ Property / Mathematics Subject Classification ID: 91B44 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B24
@@ Property / Mathematics Subject Classification ID: 91B24 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G44
@@ Property / Mathematics Subject Classification ID: 60G44 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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+E11
@@ Property / Mathematics Subject Classification ID: 93E11 / rank @@
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@@ Property / zbMATH DE Number @@
+6189065
@@ Property / zbMATH DE Number: 6189065 / rank @@
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@@ Property / zbMATH Keywords @@
+default time
@@ Property / zbMATH Keywords: default time / rank @@
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@@ Property / zbMATH Keywords @@
+defaultable claim
@@ Property / zbMATH Keywords: defaultable claim / rank @@
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@@ Property / zbMATH Keywords @@
+equilibrium
@@ Property / zbMATH Keywords: equilibrium / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic information
@@ Property / zbMATH Keywords: dynamic information / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+insider trading
@@ Property / zbMATH Keywords: insider trading / rank @@
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@@ Property / zbMATH Keywords @@
+dynamic Bessel bridge
@@ Property / zbMATH Keywords: dynamic Bessel bridge / rank @@
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@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / OpenAlex ID @@
+W1964777476
@@ Property / OpenAlex ID: W1964777476 / rank @@
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@@ Property / cites work @@
+Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling
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@@ Property / cites work @@
+Dynamic Markov bridges motivated by models of insider trading
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@@ Property / cites work @@
+Continuous auctions and insider trading: uniqueness and risk aversion
+Normal rank
@@ Property / cites work @@
+Distressed debt prices and recovery rate estimation
+Normal rank
@@ Property / cites work @@
+Random times and enlargements of filtrations in a Brownian setting.
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@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
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@@ Property / cites work @@
+Q4412150
@@ Property / cites work: Q4412150 / rank @@
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@@ Property / DOI @@
+.1007/S00780-012-0196-X
@@ Property / DOI: 10.1007/S00780-012-0196-X / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:354195