Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling
| Year of publication: |
2007
|
|---|---|
| Authors: | Campi, Luciano ; Çetin, Umut |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 11.2007, 4, p. 591-602
|
| Publisher: |
Springer |
| Subject: | Default | Structural models | Reduced-form models | Equilibrium | Insider trading | Bessel bridge |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184368