Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling

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Date
2007Dewey
Economie financièreSujet
Bessel bridge; Insider trading; Equilibrium; Reduced-form models; Structural models; DefaultJEL code
G12; D82Journal issue
Finance and StochasticsVolume
11Number
4Publication date
10-2007Article pages
591-602Publisher
SpringerCollections
Metadata
Show full item recordAuthor
Campi, Luciano
Cetin, Umut