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 16:07, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium model with default and dynamic insider information |
scientific article |
Statements
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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