Equilibrium model with default and insider's dynamic information
Date
2013Link to item file
http://hal.archives-ouvertes.fr/hal-00613216/fr/Dewey
Economie financièreSujet
Default time; defaultable claim; equilibrium; dynamic information; insider trading; dynamic Bessel bridgeJEL code
G14; D82Journal issue
Finance and StochasticsVolume
17Number
3Publication date
2013Article pages
565-585Publisher
SpringerCollections
Metadata
Show full item recordAuthor
Campi, Luciano
Cetin, Umut
Danilova, Albina