Equilibrium with Default and Endogenous Collateral

DOI10.1111/1467-9965.00077zbMath1034.91052OpenAlexW2112166821MaRDI QIDQ2707133

Jaime Orrillo, Mario Rui Pascoa, Aloisio Pessoa de Araujo

Publication date: 29 March 2001

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10362/89040

zbMATH Keywords

collateralincomplete marketsspreaddefault insurance

Mathematics Subject Classification ID

Related Items (6)

Prices and investment with collateral and default ⋮ Equilibrium with limited-recourse collateralized loans ⋮ Endogenous collateral ⋮ Regulating collateral-requirements when markets are incomplete ⋮ Production, bankruptcy, and financial policies under collateral constraints ⋮ A note on arbitrage and exogenous collateral

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