Equilibrium model with default and dynamic insider information (Q354195)

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scientific article; zbMATH DE number 6189065
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English
Equilibrium model with default and dynamic insider information
scientific article; zbMATH DE number 6189065

    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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